Where to put my hands while dancing close with a girl?

When I'm dancing with a girl up close or even when grinding with girls, where should I keep my hands?

Normally I hold a drink in one hand so that only leaves the other hand to worry about. I usually hold/caress the girl. Suppose I have no drink in my hand, should I just use my arms as they're used as I naturally dance, or should I really be holding on to her while she grinds- especially if we like each other?

I'm guessing it's probably the same if she's got her back to me or we're dancing close face-to-face, right? I've been told by some that you should just dance close and let the girl do what she does best and not touch her.. but I feel like that's a little too reserved and unattached. I want to have a connection.

I'm talking about college/university parties mostly, just in case you were wondering.