The music we play in the classes often cannot be found in high street music shops. I use a specialist supplier. They stock recordings by dance bands, but they also put together compilations suitable for dancing.

The supplier is

World Wide Record Distributors
wrdmusic.com

Their catalogue is extensive. Two good compilations with which to start your own collection are

Ultimate Ballroom 4 (WR2CD5027)
Ultimate Latin 4 (WR2CD5034)

In my experience no Ballroom compilation is perfect and these two are no exception, but as things go they are quite good.