A brilliant splash of purple and orange on a reef along the California coast can only be a Spanish Shawl nudibranch (Flabellinopsis iodinea). The orange cerata are both gills and a defensive system. Nudibranchs are capable of consuming the stinging cells from the animals they each, and translocating them without triggering them to their cerata where they are put to use in the defense of the nudibranch.
The Spanish Shawl is also known to release it holds on the reef, and by alternately flexing the muscles on opposites of its body, "swim" to a different location. Of course they lack any ability to control the direction they are headed, and are really at the mercy of the motion of the water. But it is a beautiful sight, and certainly evokes the motion of an actual Spanish dancer.
This photo was taken at Santa Rosa Island, part of the Channel Island chain, off the coast of California using a Canon EF100 mm f/4 macro lens on a Canon EOS 10D in an Ikelite underwater housing. Lighting was provided by two Ikelite DS-125 Substrobes in eTTL mode. The exposure was set to 1/60 sec at f/19 and ISO 100.