No I haven't . But I do go to a couple of places for dance practice and fun, both out of the city. Fred Astaire Dance Studios in Mamaroneck have practice parties and showcases and also there is a monthly night of dance up in Bridgeport. [removed link] I could get you a contact for the Bridgeport monthly. They dance from about 7:00 pm til midnight with a professional show at about 9:30 pm, last Saturday of the month I believe.
Some folks almost got something going at the New Yorker Hotel, but with a "change in management", that got dumped. Sadly!
Keep looking!