For dance I use either EPJ (EK 320 reversal film balanced for tungsten) normal, pushed one (hardly worth it), two or three stops (desperate measures: no latitude) depending on how much light there is on stage, or Portra 800 normal or pushed two (rating that at 2000, not 3200). I used to use Fuji NPZ before the current version of Portra 800 came out, and I rated that at 1250 or 1600 for push two. I guess that the Press 800 is going to fit into that slot. Don't pinch on the exposure if you want good colour without a blue filter.
I sometimes use a KB6 (light blue) filter when using daylight neg film in tungsten light, but it's not always necessary. A filter does not add any light, it only takes away - so you can often get the same result by applying a 'filter factor' even though you have no filter on the lens and allowing the film's 'overexposure latitude' to look after the reds. Only when you need all the latitude you can get (eg full range of detail under contrasty lighting) is a fully-correcting filter necessary. It all depends on how you want the final images to look, of course.
I aim for exposures in the 1/15 to 1/30 range, and an aperture of f/1.4 or f/2. As Ralph says, I expose for the highlights and let the shadows fall where they may. I normally hate the proofs and descend into a pit of despair at my complete lack of skill and talent. For some strange reason everyone else likes them and I get asked back. There's no accounting for people's taste.