What kind of dance? My experience of things that are helpful in learning social dance (swing, contra, etc.) 1) Try the other role sometimes - if you normally dance lead, try dancing follow so you discover the good and bad things leads sometimes do. 2) Ask for feedback from good dancers. 3) Ask leads how they do particular things you want to learn. Follows normally can't teach you much about leading because they don't know how to do it.
Frequent dancing causes a 76% reduction in the risk of dementia. The benefit seems to be from freestyle social dancing, though I don't think that part is as well-verified. The benefit seems to be from making large numbers of quick decisions.
I wonder if playing jazz has similar good effects.
For something a little geekier, Shiva Nata, a system of keeping the mind fresh by doing more and more complex movements. The author of the blog is a silly person, but the system seems to be for real.
Edited to correct html which was entered in the text field instead of the html field. It wouldn't surprise me if having to deal with electronics and computers tends to prevent dementia, considering the number of fiddly and changing details one has to deal with. Or is fun required?