Don't know about the dancing and live music but have enjoyed several fine meals @ Vincent's on Camelback over the years.
They usually do a price fix meal for all holidays.
I just got an email from this very fine DT Scottsdale restaurant:
http://petitemaisonaz.com/
We have had several nice meals there. It is small and intimate and one can eat outdoors if the weather is decent. They will have a price fixe meal as well.