The Return of the Well Cultured Anonymous/Dancing

Introduction
Social dance in general is a quick way to not only build up some confidence, but it also helps the real time closet cases (the ones scared of women) really begin to open up more. It's obviously shitty when you start (and you will always look like a douche, no exceptions), but, given time, you WILL get better. People who laugh at you for looking like a douche looked like a douche at some point in their lives, and should be ignored.

Ballroom dance is the building block of most common dance, and it's a great intro. While it sounds somewhat boring, it actually can be incredibly fun, and, speaking quite honestly, it teaches you to be dominating on the dance floor. If you have a controlling streak in you, women will love it. Nothing pisses off female ballroom dancers more than putting up with a guy who won't be willing to pull and push them around the dance floor in their arms.

How do I start?
Find music that you enjoy, then find an associated dance. This might be hard, or impossible if there aren't any forms of dancing associated, but if you're stupid enough to dance to grunge or "Skank" to ska, GTFO.

Make sure you find the right instructor. This is especially important if you want to learn swing dancing, salsa dancing, or other nightclub pseudo-ballroom dances, because ballroom swing and salsa (among others) are far, far different from normal swing and salsa. University dance clubs are an incredible resource.

General tips from the beginning to the end of a dance
Step 0: Grooming

Step 1: Ask for the dance.

If you are being asked:

Don't be a douche. Just dance. A song doesn't last more than five minutes, and it won't kill you to dance with them.

However, if you don't want to dance for any reason, you don't have to. You don't have to give any reasons, a simple, "No thanks, not now, maybe later" will work fine. If you are going to give a reason, be honest about it, and be sure to dance with that person later. If you really want to be nice, wait out the whole song before you enter the dance floor with someone else.

If you are asking:

Be confident! (Or at least fake it.) People generally wish to dance with someone that looks like he knows what he's doing. A simple "Would you like to dance?" is appropriate.

If people are deep in conversation, don't even bother. Look for people with their eyes on the dance floor.

If you are approaching a group of people, ask one specific person! Avoid asking a group, "Would any of you like to dance?" because everyone in the group will defer you to the other, and it invariably results in a rather embarrassing period while the people decide among themselves who wishes to go. Furthermore, make sure you dance one song with everyone in that group; you don't want to make anyone feel ignored.

PROTIP: Don't be afraid to dance with better dancers! Grow some balls and ask that crazy follow (or lead, girls) that's been dancing for eight years or more! This, guaranteed, is the most effective way to become a better dancer.

Finally, if you are turned down, smile and find someone else. If the person that declined to dance with you offers an excuse, just assume it's true. If you really want to dance with that person, wait about two songs and ask again. If he or she declines to dance with you three times, just give up.

Step 2: Dance!

General tips:

Leads: Your job is to make sure that the follow enjoys the dance. This generally means that you should not show off, you should not feel up your follow, you should not say anything inappropriate to your follow, and you should not lead your follow into any maneuver she does not want to do.

Dancing to Jazz -

If you're dancing around other people, observe what they are doing and just imitate. Remember that the most important thing is that you look like you know what you are doing and are enjoying it. That's way more important then any dance moves.

Dancing to more popular music -

If you're dancing around other people, observe what they are doing and just imitate. Remember that the most important thing is that you look like you know what you are doing and are enjoying it. That's way more important then any dance moves.

Dancing/moshing to metal -

First off, don't be a dick at the show who elbows people or tries to hurt anyone. Try and keep everyone around you save and avoid jumping into people. Don't push people at the front of the barricade, it hurts. Basically, to the really heavy riffs, jumping can be very appropriate, and at any other time, headbang. If you have very short hair, do not attempt headbanging, you'll look like a tit.