I never went to one. I thought they were a waste of my time and my money. Let me list the reasons why I didn't go.
1) I am not paying to go to school on a week night.
2) I am not paying to hang out in the school cafeteria (most dances)
3) I am not paying to go to some overexpensive place in Chicago (where both of my proms were held)
4) I am not paying to hang around with people that I did not care for at all.
5) School dances, and especially everything and anything to do with High School, is supremely overratted.