I would aim at the vintage lingerie aspect, rather than fancy dress. No self respecting burlesque artist would use 'smiffys' stuff, and its those people who drop the big bucks. So I'd shy away from the tack and concentrate on the gold.
Burlesque is all about the props, corsets, and other finery. There are multiple drop shippers and affiliates who do a beginner and intermediate items for burlesque. More elaborate items are harder to come by and usually custom orders.
If your serious about giving this a go I would visit Erotica, Venus, Night of the Senses and some of the other 'scene' type events. My business partner has the plaural, which I passed up as not being a real word but he liked the idea of people saying "I'm popping to tescos/asdas" and such like.
My partners idea is purely shopping, but you could create a portal for all thinsg burlesque, show listings, events, shopping, book acts, the works.
Burlesque along with Pole is becoming a serious fitness trend at the moment, I have seen adverts for both in gyms. You could create a sort of fusion between that with a little work.
