Practice wearing shoes with thicker and shorter heels than the pair of stilettos you wish to dance in. Walk in these pairs of shoes to develop the correct posture for supporting your weight in heels, bearing your weight evenly on both feet, taking small steps and standing up straight.
Wear a pair of stilettos for dancing that are well-constructed and do not feel heavy or unbalanced. Avoid backless stilettos, as they will not give you as much support.
Place gel inserts marketed for high-heeled shoes into the stilettos. These are often designed to be inconspicuous and have separate pads that fit into the heel and toe of the shoe to provide a slight cushion for your feet.
Dance for short periods of time in the stilettos as you become accustomed to balancing in them. Wear a pair of shorter and thicker heels or flats and change into the stilettos at the last minute. Sit down to rest your feet for several minutes. Change out of the stilettos after dancing for a period of time, increasing the length of time you wear them in successive occasions.