Go to your next dance and listen to the smattering of applause after every number, at the beginning of breaks and the end of the evening. When we're not paying attention dancers often leave the floor tired and happy at the end of a song, forgetting to clap altogether. More than one band has finished a tune, and left the stage, while the dancers mingle, chat, waiting for another tune, and then realize the band is gone. Hearty applause is a good thing. Bands are often used to playing to crowds that don't react to them or acknowledge them, but if you want the most energy out of a band, give some back.
Musicians play better in response to riotous applause than to lukewarm handclaps.
They tell their students after a practice song to clap as if a live band had just finished a number. Bands who are always shown appreciation by the dancers give out great energy in return. Start the applause early, keep it loud and keep it going. This often helps other dancers to remember to clap. Always applaud after a set if the band announces they are taking a break.