Whatever fits.
Seriously, search the forums for threads on shoes. But it does really depend on your foot. I know people who swear by Ray Rose, I'm sure they're great shoes, but there is no way I'm getting my foot into them. They're just too narrow. I like Supadance, I'm trying another brand to see if I can find something with a little more padding in the sole and maybe a heel angle that's a little better for my foot. For guys, same thing (with Latin even heel height/placement!) Someone with a high arch is going to fit shoes very differently than someone with a lower arch.
Get a good shoe guy, that helps.