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Dont go on the dance-floor ever. Unless you feel your dancing is a DHV which it rarely is. You can have fun and enjoy yourself pick up and listen to music without making an ass of yourself and ending up hot&sweaty.
Correction - don't go on the dance floor ever unless you're ME. And what I do in situations like the first poster mentioned is that I start dancing with the girls. The catch is, that I actually know how to dance very well and I start partner dancing with them; I'll do some inside or outside turns, texas tommies, cuddles, or other "lead" stuff. Basically rock their fucking socks of because chances are, they've never danced like that. Since the girls are there to have fun, you have to match their "fun" frame or raise it.
Anyways, there is a lot of stuff you can do. You can playfully neg them for stepping on your feet, accuse them of grabbing your ass, etc. Ask them their name after a while and don't be afraid to leave them to go get a drink. Later on, if you see them off the dance floor you've sorta already "opened" to them so at that point you can do another opener which will basically function to get a conversation going - and then run game like usual.