What level are you starting at and what stats will your character have?
Assuming you are starting at level 1. Here is my build suggestion. I think Human would be a good race for you. Take Dodge and Combat Reflexes as your two stating feats. Spend your skills in Move Silently, Hide, Bluff, Perform (dance), Search, Disable Device, Open Lock, Tumble, Diplomacy plus any other skills which interest you if your Intelligence is greater than 10. I think your Stats should be assigned in this order from highest to lowest Strength or Dexterity then Intelligence then either Strength or Dexterity depending on which you already choose then Constitution, Charisma, and finally Wisdom. If you keep those skills maxed then you just need to take the Mobility feat at 3rd or 6th so you can start the Shadowdancer prestige class at 8th level.