In general, we just use a lot of hairspray. And I mean A LOT of it. I'd say roughly 1/3 to 1/2 can per performance. Not an inch of hair is left unsprayed. That's how we keep it from moving around as we dance.
There are other products that can add temporary color or even sparkles, but the basic texture and high-gloss appearance are nothing more than good old-fashioned hair spray.
Sincerely,
Jonathan Atkinson www.ballroomdancers.com