We've seen more of Fi's dancing than Ghirahim's dancing so I would have to say Fi. Besides Fi can fly, dance on walls, and spin like an Olympic ice skater. I've never seen Ghirahim do that.
Ghirahim. Lets face it, his cape, hair, legs, and fabulousness makes him a better dancer. Fi cheats, because she can fly. I'd like to see her dance on the solid ground like Ghirahim