Wear comfortable clothing for a night of dancing. There is no specific style to abide by, but keep in mind that heavier fabrics such as wool, velvet and real leather are incompatible with constant movement. Dressing in layers (such as a tailored jacket over a lightweight cotton top) is perfect as you can add or remove when necessary.
Take a few minutes to acclimate to the vibe and style of the club you enter. More specifically, allow yourself to move naturally to the type of music being played in the club, whether it be techno, hip-hop, alternative or even country and western. This may be as little as nodding your head and swaying your body to the rhythm of the beat.
Move your feet from side to side, either keeping your arms at your side or allowing your hands to rest lightly on the outside of your thighs. Vary the step by raising and lowering your shoulders with the beat, and twisting your upper body in time with your feet.
Begin to exaggerate your movements while staying conscious of the type of music. For example, a song with a prominent thumping beat allows for larger, more pronounced gestures, while melodic songs call for smoother and more graceful movements.
Loosen your hips by forming horizontal figure-eights in time with the music. The motion will seem unnatural if you are unused to this slightly more exotic movement, but doing so will make it easier for the rest of your body to follow suit and become looser as well. Make a point of slightly bouncing from time to time to keep your knees mobile and unlocked.