This summer I had the opportunity to attend a seminar with Dante Camacho who is an agility master and also a free style dance competitor and instructor. Here is a video on how to get started on targeting and also on how to build the foundations of the tricks you can transfer to dance routines. It is fun to train these behaviours, then link them together into a routine to music. The music is key to the performance and you need to pick a beat that suits you and your dog. You also need to consider what works in terms of the speed at which your dog can perform the behaviours.
Check out this video of Dante Camacho demonstrating the foundations of heeling and targeting!
Check out Dante and his targeting demo: http://www.youtube.com/watch?v=xSFe7w181iQ