A friend of mine asked me to help her reach some fitness and weight loss goals, so while driving home from work I was thinking about exercise...one of the first things that came to mind was dancing.
I first learned how to lose my inhibitions and "dance my pants off" while at Esalen Institute in Big Sur, CA. It was there that I took a dance class inspired by Gabrielle Roth's 5 Rhythms. I had 2 different beautiful teachers there: Ellen Watson and Ashley Smith (now Ashley Johnson). I learned to listen and let go...allowing the music to move me and me to move into, through and with it. I wasn't the only one, it wasn't long before we all moved and danced and played just like children. 
Some of the key ingredients that made it a safe and enriching way to exercise without thinking was the fact that there were no drugs or alcohol (unlike the club atmosphere) and a teacher helped guide us through the different stages of music with tips like move your elbows now...follow you elbow.
If you are live in Northern California then I highly recommend trying a retreat at Esalen or just going to a class at The Moving Center School in or Ecstatic Productions in Mountain View, CA.
If you aren't in Northern California then just do some searching for 5 Rhythms and Gabrielle Roth and go from there.
If you can't dance in a class or group setting, just put on some music and dance away at home. Here are a few of my favorite artists for dancing:
Thievery Corporation; Gotan Project; Groove Armada.