I like to dance.

Penny,

If you enjoy tango, or you think you can learn to, you can dance every night of the week if you want!  Salsa is also quite popular, rock-n-roll somewhat less so.  For hula, you'll probably need to start your own class!  (My own favorite, big band swing music and dance, is also near-nonexistent.)

There's plenty of live music in the pubs, but I rarely see dance events that have live music.  It could be that I just look in the wrong places though. 

There are a few regular social gatherings for expats and other English speakers in Montevideo and along the coast, but they tend to be sit-down affairs at restaurants and pubs.  But they're a good way to start out meeting people, and then you'll have some folks to go out with. 

Shirley