J.L.
For three years now I've been taking my daughter to the Ursuline Scool the Performing Arts (USPA) on the Sacred Heart Campus on Lexington Road. Their prices are very reasonable and their staff is SUPER friendly, especially Ms. Cindy who is the jazz/modern dance teacher there. Here's their website http://www.ucschools.com/uspa/index.htm.
Another thing I like is that, unlike many dance studios around town, classes aren't geared toward performance or competition. I'm no prude, but seeing those young girls with tons of make-up in suggestive clothes doing highly suggestive dance moves really grosses me out!