Rick, it does seem to be a matter of just not enough light. Digital is not going to give faster shutter speeds, unless there is a low noise ISO1600 available in a digital camera, but even then, it'll still be a one second shutter speed, compared to your two second shutter speed at ISO800. As mentioned in my earlier post, I found the noise in the shadows to be very objectionable when using a digital camera in low light at high ISO sensitivities, especially if tungsten white balance is used. Tungsten white balance &lifies the blue channel, and in dim tungsten lighting, like a jazz club, there is almost no blue in the light itself, and the result from a digital camera in that situation contains lots of blue noise. I am sticking to film because it gives me better results than digital under those conditions. I've tried both, and film wins. But I use a Konica Hexar because it is much easier to hold still at slow shutter speeds. It's a viewfinder camera, so I can always see the subject even during the exposure, whereas an SLR hides the subject from me during the exposure, such that I never really know what I got until the film is processed. That would be the main advantage of a digital SLR in your circumstances, because you could review the shot to see what you captured. This is important if the subject is always moving, as the dancers typically are. (Mind you, I have also missed good shots because I was busy at the time reviewing an image. That's something that never happens with a film camera.)
Just as a long shot, however, have you made sure that your camera is in ISO800 setting? It could be that you left the camera in a non-DX mode, and although you have 800 film in the camera, the camera might still be set to ISO100. I imagine you checked that but I mention it just in case. I have made that mistake more than once myself.
Regards,
Craig