We're really liking Bauer Dance in Jordan (10 minutes south of Shakopee). The classes are structured, but my girls are really enjoying them. It's a small studio, I think there are only 2 dance instructors. But everything seems very gentle, light-hearted, and age appropriate. For example, there have been a few times when little ones have been hesitant to join the class, and the instructors try to include the sad/shy child, but they do it in a sweet way (not pushy at all).
The owner is also one of the instructors, and has been super nice every time I've talked to her. In fact, she called me last week, just wanting to check in and make sure that my girls are enjoying their classes and to ask if I had any questions or issues I wanted to discuss.
I'm not sure how many classes still have openings, but it certainly wouldn't hurt to call and ask.
http://bauerdance.com/