something like the shelter but in London
http://www.vissidancetheater.com/
I think it's these guys that do the NYC club circuit. I saw them at Underground Network once - bloody amazing.
I think the best nightclub in the world for dancing has to be Libation (a midweeker at the Sullivan Room full of professionals.) It's more like a bloody orgy than a club with people writhing around shadowing each other and stuff.
http://www.youtube.com/watch?v=AxwLlfMcXfo