Dancing at a club is great. What I do is usually I find a group of girls and start dancing around them, wait for someone to show interest, and then isolate them on the dance floor. I prefer hip hop to dance, since its slower beats, and usually more interesting and irregular beats to dance to. THe key is vibing to the beat with small movements in your shoulders feet and hips. Nothing to crazy. then look at the girl you're interested in, guage her reaction and go from there. She'll move in closer (if she backs in to me, i'll grind with her, then try to turn her around, if she fronts you, then its gravy.) WHen dancing with a girl, do subtle movements, kinda shadowing/supporting her rhythm. THere should be plenty of body contact in this stage. with your arms, move them to the beat, in front of you, so youre brushing against the girls, toucing her arms and hips. REemeber not to do this too fast. you should be able to read the girl to see if she's interested. My favourite move: when you're facing her, and have plenty of kino going, grab her armsand put them around your neck, all while dacning to the beat. THen a kiss close is usually < 1min away from that point.
Of course the more rhythm you have, and the more "experience" you have the better you will be. But basically you have to use your whole body to move sublty to the music. If you suck, take some latin ballroom classes, it should teach you to use your hips and follow the music.