I have seen them dance allot of times. I also have the full serie's in chronological , airing, special etc versions.... (I think.. (checking now :P) yes I got it still :P 13 episodes total. total of 23 files :)
MKV edited... seems to be H264...
But anyways, it has one special ending that seems like some sort of dance. I have no idea if it is the thing that you mean.
it is 30.7 MB large...
P.S. links to other site's are not allowd, but I have found a streaming site using google.
The link is in the spoiler.
If it is not allowed to be posted then google it yourself from
[Only registered and activated users can see links. ]
searchword:
The.Melancholy.of.Haruhi.Suzumiya.Special.Ending youtube
Then it is the first result.
It is the movie at least... But it should not be to hard to convert it to GIF ;)