everything i've learned so far is by watching and imitating. I know its instinctive to somehow know every move in the book before stepping into a club, but i've found watching and imitating is the only way to start. don't be ashamed of your body, or how it moves when you start off. accept the fact that your body moves the way it does. you don't have to like it, but it helps to accept it and then dance. you will improve eventually.
when i'd go to clubs that featured serious trance/house music ( not the stuff they play in hip hop clubs as a sort of 'break' or 'intermission'), I'd go out to the back and look for the people with the glow sticks, and just imitate them.
I guess the essential idea is to move your hands to the pace of the music. not necessarily the base, or the loudest beat, but the little stuff in between. treble, melodies: that's what i move my hands to. often, i'd see dancers doing a lot of hand movements with little glow sticks. imagine having a little ball in your hands, and you move your hands around this ball. and now imagine the ball going all over the place, and you're still trying to cover it with your hands.
its real hard to put in words.. i started off mostly with the hand movements. as for the feet, i just did simple side steps, or an occasional turn. most of the action was in the hands.
the key is really to get comfortable doing whatever you feel, to the music. eventually, you get more fluid and stylish, and you come up with feet movements. like i said, the best way is to go up to the people with the little glow sticks, ask if you can borrow them, and sometimes they will even show you how to move them. although glowsticks might have a bad connotation ( drugs, raves, etc ) i've seen that they help with hand movements because you are essentially creating a little light show for people around you. and when its dark on the dance floor, with some awesome dance music, its a great feeling. eventually, you'll see your feet and hands starting to move in sync, naturally.
If you were looking for club moves, rather than a more individualistic style, i'm not sure.. i just go up to the girl, and start moving with her, swaying my arms a bit. i know a bit of salsa, so i turn her around a bit, or spin myself. ultimately, its about getting closer and closer to her. and getting her to match your rhythm, or vice versa. take your time. and be prepared to be rejected.