A good start is to pick a city you want to go to. Then my best recommendation would be to find high end hotels and see what shows they have.
I have found that one of the best places to see this dance is in hotels at the Red Sea - Hurgada . Sharm el Sheik as well should have some - but this isn't really eagypt as it is a tourist city so european.
Or if in Cairo, then the street of the pyramids (that is the name of the actual street translated - can't remember the arabic name - hard language) but be carful because many of the Cabarets there can be quite dingy.