I second John's raw-shooting recommendation. It's not a substitute for "correct" white balance before hitting the shutter, but it gives you the freedom to change your mind about the balance that works best for the mood you're after. Generally, night shots are balanced more blue (higher Kelvin temperature, which is counterintuitively called "cool" light).
Aesthetically, while I'm normally a color nut, I prefer this in black and white. Without color, the dancer's face as the focal point is much clearer. Your very wide aperture left the background nicely unfocused. Great capture!
This seems like an excessively general statement. Shutter speed demands frequently dictate your ISO at night. For monkeymind's dancer, 1/60sec seems like the minimum speed required for sharpness. ISO100 at f2.0 for the same shout would have required a shutter speed around 1/8-1/15sec - too slow to capture her motion, and nearly impossible to hand-hold. For a long-exposure night shot, low ISO becomes appropriate. Bear in mind that Joe McNally (one of my favorite photogs) usually sets his exposure based on how he wants the background to look, then brings in light after light until the foreground and/or middleground are exposed the way he wants. When you have access to that much artificial light, you're playing a different game.