Preliminary Research

I already have a few ideas for bits I'd like to use in the show, but to craft the general aesthetic I thought I would turn to some research into what late 19th century and early 20th century (let's just say pre-WWII) circuses were actually like.  My favorite source so far is a wonderful book by Brenda Assael, called The Circus and Victorian Society.  In a chapter primarily focused on female acrobats, Assael says: "Issues relating to danger, sexual pleasure, and athleticism--three qualities contemporaries associated with the female acrobat's art--became the focus of public discussions" (p 109 via google books).
I love this.  I think burlesque also deals with similar fascinations to the public conciousness: temptation, sexuality (in many forms), the explicit body as a means for empowerment...all things that, while not the same as Assael's assessment of  female acrobats, relate to the provoking image of a female acrobat in the 19th century.  In addition to the athletic and dangerous nature of these women's performances, their costumes also associated more closely to male circus costumes of the time than socially expected female fashions.

contemporary 'Strong Man' Sandow

costume of Miss Lala, a female strength performer from the V&A Collection

a painting of the performer mentioned above, 'Miss Lala at the Cirque Fernando' by Degas

Burlesque is a performance medium straddling the line between cultural fascination and condemnation.  To me, this seems to fit perfectly with the aesthetics of the Edwardian-ish era circus.  Not to mention the adorable costume potential!