Season One
Teacher's Pet
The first Xander dance. Ah, memories. Xander bopped through the audience and fails to get a smile returned by the lead singer. The poor boy has attempted to get attention from others throughout the series by his dances and his jokes.
Angel
His clumsy frolic in the Bronze during the episode showed his caution to dancing with other people's girlfriends...and included a memorable exhange with Cordelia.
Nightmares
In order to get away from the clown, he did a little dance-clutz routine. This contained a quick somersault from Mr. Harris the Wannabe Gymnast. No wonder he appreciated the limber cheerleaders in The Witch. Such stumbles would repeat in episodes like I Robot...You, Jane (he falls over the CRD fence and lands like a sack of potatoes) and Bad Eggs (he warns Buffy to be careful and then trips himself).
Prophecy Girl
Although we didn't see him actually dance in Prophecy Girl, he asked Buffy and then Willow to go to the Spring Fling with him. Though both girls turned him down, at the close of the episode, the entire group ended up journeying to the dance. He still wanted to dance, in light of all that had happened and the hurtful rejections.