My burlesque persona is a bit of a gypsy - I've studied Middle Eastern Indian and Latin styles of dance I rely on that training heavily for my performances and my acts usually revolve around a theme from that region, including my musical choices. The troupe I perform with has a vintage-ish carnival theme to it so I pick music choices that reflect that as well! While my erformances have a vintage feel to them I mostly use modern music!
My favorite artists to perform to are...
The Dead Brothers - They have songs in just about every language imaginable and their sound fits my dance style perfectly!
The Scarring Party - Influenced by 20's and 30's dance hall music.
Mucca Pazza - A "circus punk" marching band. Tons of wonderful instrumentals!
Fanfare Ciocārlia - I Love balkan music!
Murder by Death - My favorite band. I just love taking my clothes off to their music.
Peculiar Pretzelmen - Tm waits like vocals with awesome circus like instruments backing.

Sorry,I love to share music...