"Much more important (I stress this to the guys) is that NO ONE should ever turn anyone down for a first dance request. If you do YOU :( are in violation of Ballroom Etiquette. :)"

I generally agree with you DJ, but there are times when turning down someone's first dance offer shouldn't be considered a violation. There is a guy in our area who sometimes hurts ladys he dances with in the manner he leads turns. He cranks their arms. There is a woman who is known to get her legs too close to your groin. (She's feeling you out, and it borders on being a sex crime.) She does make you quite good at outside partner figures, though. Another person's personal hygene isn't always what it should be. We don't see these people too often anymore because people have turned them down for dances. I consider it my duty to warn friends about these other people should they show up at a social dance. I wouldn't want my friends hurt or violated.
So there are times when saying "No thank you" is appropriate.