I second Mirabai's suggestions. As for dance, if you can manage it, get yourself invited to a wedding. There's not a place in the Arab world where that isn't a dance class in itself
I'd say it's best to avoid talking to men (for directions, etc) and not even smile or make eye contact with them. Of all the Arab countries I've visited, Moroccan men are the most, um, annoying and persistant. Meeting women would be a great way to learn dancing, since it seems most Moroccan women have belly dancing in their blood!