We are visiting Shanghai this week and would like toknow where we can buy ballet shoes and clothings

There is dance sports supplies store next to SH First Maternity and Infant Hospital at No. 506, Changle Road. So you may go there to have a look.
You may take the subway line 1 to reach Shaanxi South Road Station and then you can get out of the station from Exit 1. Then you can walk along Shaanxi South Road to find Changle Road easily.