Why limit yourself to small local shops? YES, contact your small local shops, but larger enterprises often have budgets for this kind of thing too- Subway, Fred Meyers, whatever pizza chain is in your locality, etc.
You might put together a price sheet both for your specific event program, as well as a list of benefits for folks who want to make a larger annual donation (at the sultan level, you get a 2x 3 listing in all this year's programs, mention in our annual newsletter & 2 tickets to this season's events...)
I think having a number of options ($25 sponsorship listing in the program- $1000 'angel' sponsors, ad space in one program at $10/square inch, etc.) helps folks donate at *any* level and encourages folks to think about a larger sponsorship as well, even if they don't want to commit that much right now.
Good luck!

I usually start with how much I need to make. Do you need to just cover the printing cost of the program, are you trying to make more of a profit, are you trying to cover other expenses? Are you charging for the program or giving them away? I try to figure out the per page costs and then based my full page ads on that price. Then I base the 1/2 page price on 1/2 of the full page cost + a little extra.

As far as approaching people, I usually ask for the manager, I hand them a flyer or postcard and say "I am the organizer of this event. We are looking for sponsors that would like to advertise in our program (or donate for our raffle prize). It's a great opportunity to market your company to X number of local dancers (or x number of audience members, etc). We will be printing x number of programs that we are giving away (or selling for $5). We have full page ads for $x or 1/2 page ads for $X, which would you prefer?"

Anyway, I've managed to get a fair amount of stuff donated this way. And there are tons of businesses who are happy to place an ad. You can even suggest that they offer your attendees a special coupon (and not just an ad). "Attendees of ____ belly dance show receive 10% off when you show us this ad!"

Best of luck to you.

Samira

We're basically looking for ways to cover overhead costs (t-shirt, program, and poster printing, and ideally help with costuming costs). I went out yesterday and many business are happy to give away gift certificates or discounts at their store if people come in with a show ticket. Monetary compensation seems a bit harder. We got a lot of, "it's been a hard year...." I completely understand. Thanks for the advice, ladies! VERY much appreciated!

so, here's our Sponsor levels breakdown

Lynchburg Tribal’s 3rd Annual Kaleidoscope Hafla
September 2009
Sponsorship Levels & Rewards

Diamond: $1000 and above
Display space in the Lobby at the event
Logo on the Sponsor Banner displayed in the Lobby at the event
Special mention in all press releases & promotional materials
2 commemorative event t-shirts
DVD of the performance
4 reserved VIP seats at the event
Logo on the event poster: distributed throughout Lynchburg, Amherst, Charlottesville, Roanoke, Danville & Richmond
Logo in the event program

Platinum: $500 - $1000
Display space in the Lobby at the event
Logo on the Sponsor Banner displayed in the Lobby at the event
Special mention in selected promotional materials
DVD of the performance
4 reserved VIP seats at the event
Logo on the event poster: distributed throughout Lynchburg, Amherst, Charlottesville, Roanoke, Danville & Richmond
Logo in the event program

Gold: $250 - $500
Logo on the Sponsor Banner displayed in the Lobby at the event
2 reserved VIP seats at the event
Name on the event poster: distributed throughout Lynchburg, Amherst, Charlottesville, Roanoke, Danville & Richmond
Logo in the event program

Silver: $100 - $250
Name on the Sponsor Banner displayed in the Lobby at the event
Name on the event poster: distributed throughout Lynchburg, Amherst, Charlottesville, Roanoke, Danville & Richmond
Name in the event program

Bronze: $50 - $100
Name on the Sponsor Banner displayed in the Lobby at the event
Name in the event program

And don't forget- you aren't "stealing money" from them,
you are organizing an event that is going to help promote them to everyone attending- suggest they offer a coupon or special that way they can get the satisfaction of experiencing the business YOUR SHOW brought THEM.

Don't feel shame in asking- they are getting something out of it too!

And I believe it helps to approach them in that light "We are staging this exciting event-Look what you could be a part of" ...as opposed to slinking in feeling like a nobody who is sheepishly begging... Remember: "enthusiasm is the genius of sincerity & truth accomplishes no victories without it"

PS
Be sure you thank them publicly at the show and naturally afterwards send your gratitude with pics from the show or a leftover program for them, this is nice & lets them know their contribution made an impact (maybe they'll be willing to help out again next time)