I've asked that around at various forums as well. It depends upon what kind of dancing you want to do.
Ballroom dance can be learned by taking lessons. Waltz, fox trot, polka, swing (east and west coast), rhumba, tango, cha cha, mambo, samba, etc.
The stuff you see at clubs, though, tends to be mostly free-style. So you just go watch and copy. Then personalize it.
If you just want to dance with random chicks, do the watch and copy method. Practice a bit first, of course. If you want to dance for performance reasons, you'll probably need more help.