The one I keep thinking about is to get an old mill building, rennovate all but the top floor into apartments of various sizes suitable for dancers of various stages in life. Then on the top floor, spend what you half to on structural steel to support the roof without pillars, and put in a full size ballroom. The problem is that this might require replacing the typical flat roof with a slanted one supported by trusses - and even then, I'm not sure the outer walls are always capable of supporting the roof load without help of internal pillars (while we no longer get regular 2-3 foot snow falls, they are possible - hmm, some sort of emergency pillar that deploys from the ceiling when excessive load is detected? try selling that to the insurance company)
Pillars are not a total showstopper though, if placed right. For example, Ballroom on 5th in NY has them widely enough spaced that the primary floor is a full-length strip between an exterior wall and a row of pillars, with seating back behind those pillars. It's not a full sized ballroom, but it's wide enough to do full long walls in opposing directions with some care.
Of course there are also the crazy ideas:
1) Copy the inflatable "tennis bubble" - probably with a portable floor that can be stored in a shed if need be
2) A barge, on the river basin. Not sure what regulations on long term anchorage would be. Unfortunately, the passage to the harbour and under the bridges upstream are fairly narrow, so trying to claim it was 'just parked there for a while' would be problematic, since the only way to get anything of usefull width in or out would be if it somehow was made of sections that could be bolted together.
3) Buy a portable floor and get good at negotiating cheap temporary use deals with owners of unoccupied commercial space. Found a tenant? fine, we'll be out by Sunday night.