The search begins

So, it's a weeknight and you don't have to work or hang with friends and you want to go out dancing, but where do you start?
A good place to begin would be a quick Google search for dance events in your local town or nearby city.  Depending on those results you can narrow down your search to more relevant venues. Also check to see if local dance clubs have a website with a calendar of events, sometimes they have dance lessons with parties during the week. These type of events are good because they allow you to learn right along with other people and you aren't excluded because of a better dancer.
Next, check your local chat and forum websites like Facebook.com, meetup.com or even craigslist.org. Also spread the word that you're interested, word of mouth can clue you into more group lessons or parties that aren't advertised.
Be careful about your choice. There are places that keep a cover charge for the facility and have a nice dance area with drink specials (if you're over 21 that is). Other venues are free, but don't have a great dance floor, no specials and could be in a restaurant after it closes.
Try to get all the information you can before you go to make it a positive experience.