If dancing is your thing, you can check out the Casa de la Musica in Central Havana. Foreigners mostly come in at night, but there are matinee shows from 5 to 8 where mostly Cubans go to dance and have fun. There are many other great dancing clubs in Havana. Some are mostly for tourists, while others cater to a local clientele. Most of the time there are different shows and music styles on different days of the week.