What kind of ballet are you doing, and how are you presenting? I'm assuming this is some sort of adult ballet class? For never-dancers? A ballet fitness class (like ballet/yoga barre)? If you're presenting as a boy - leotard goes under the tights, and you can wear a thin T-shirt over the leo; if you're presenting as a girl...it would really depend on what type of ballet class you're doing...though I would never recommend tape tucking. At most, would recommend just pointing it backwards between the legs, and then using a modified full brief dance belt (have the front volume reduced abit), belt under the leggings, and then the leo over everything else...that's essentially three levels of gaffing.
What color leo, and do they allow a thin gauze cover skirt?