I say go for it!! You'd be surprised how many sales people in dancewear stores wouldn't react to something like that. Let's face it, they're there to make money, so they really don't care who they sell their stuff to. And I'd strongly doubt you'd be the first guy to wear pink tights in their store!!
You should ask to buy and then try on pink tights and a black leotard. If you're going for shock value, that'd be the way to go!!![/i]