T.H.
Look into some of the DK books/kits. They have them at Target, but a better selection at bookstores like Barnes and Noble (in the kids section). They have really fun stuff that she can make and do. There are things like jump rope songs, bracelet making, etc. and I'm sure there is something princessy or dancey! They usually run about $12-18.
I'm not sure if you have the store The Learning Tree near you (I think it's a chain??) but they have super fun educational toys and you can browse around there and find tons of stuff!