lots of places offer dance classes if for cheap if you're looking to dance in any formal way. I've found a good way to improve my dancing skills is this process: observe people dancing in clubs. Watch the ones who you think are dancing well. If you're shy, go home to do the rest of this. Picture yourself in your mind's eye dancing like the person you saw before. Visualization really helps. Then, try to match what you visualized with you body.
It worked well for me. Course, your mileage may vary.
