Well, I've never done the dancer auditions but I've been to about 3 of the singer auditions. They ask you to prepare 16 bars of 2 songs- an uptempo and a ballad, although I've never gotten to do more than one, so sing your best first. Also, bring a photo and resume.
When you get there, you are given a number and placed in a room with everyone else. Then you wait...and wait....gosh, I've had to sit around for nearly 3 hrs sometimes. They call you in by numbers, ususally about 10 at a time, and you sit outside another room and enter one at a time and do your first song. The people behind the table will usually either say "thank you very much" or they may give you a callback. The nice thing is you will know immediately if you have been given a callback. I haven't gotten that far yet, but I was asked to sing a little of the national anthem because my resume mentioned the time I sang it at a hockey game.