The first issue that the SAB brings up for Matthew 14 is an easy one to resolve, but it does also raise a thought-provoking question. Did Herod think that Jesus was John the Baptist? I don't think that Luke 9:9 is really saying no to this idea, but rather suggesting it in a weaker fashion. Herod hears what Jesus is up to, and apparently there was a lot of similarity between Jesus and John (perhaps even in physical appearance, as they were cousins), so he's thinking, "If I've killed John, then why does it sound like he's still around?" But the SAB is probably right in asking what all this confusion about the possibility of John returning from the dead says about the eventual resurrection of Jesus. (While it's worth asking, I'd point out that while Jesus came after John, there's no similar figure to confuse matters after Jesus' crucifixion, so--as the reader no doubt will do anyway--make of it what you will.)
Is dancing a sin? Good question. While I don't think you'll find a verse in the Bible that definitively says this is the case, but at least the first two verses quoted in the "Yes" column are worth bringing up when asking the question. I think it depends a lot on the type of dancing. I've actually been to a church service that incorporated dance into the worship, and while I found it strange (it's certainly not common) I wouldn't say it was wrong, but then it wasn't the sort of dancing that you'll see at certain bars, if you follow me. (Not literally, I've never been to one of those bars; not even before I was a Christian!) Anyway, I've heard it said that in both Exodus 32 and here, it's implied strongly that we're talking about dancing with a definite sexual tone to it; in this case, it's a young woman dancing seductively for her uncle/stepfather which has all sorts of other layers of yuck added onto it.
Since this chapter has such a small amount of material that the SAB brings up, I might as well discuss the story in verses 15-21 in which Jesus feeds a crowd of 5,000 (plus women and children) with a few loaves and fishes. While I said I would pretty much skip over discussing the supposed absurdity of miracles (as I am with verse 14 and the other miracles in this chapter), there's a couple interesting side notes that might be brought up here. One is that not only does he feed all these people, but the leftovers fill twelve (supposedly very large) baskets. A lot of people have pointed out that 12 tends to be a very significant number Biblically, and as such, there may be something symbolic going on here, such as this being symbolic of Jesus reaching the nation of Israel (12 tribes and all that).
The other thing that's an interesting thought--although I don't know how popular a view it may be--is that some have suggested rather than a supernatural miracle here, this is a "stone soup" style miracle if you're familiar with that old folk tale. The idea is that rather than creating food out of thin air, the people present already had the food, and Jesus managed to draw out their generous side so that they shared everything they had until there was more than enough for everyone. There's definitely a part of me that likes this view of the story, as it appeals to people's better natures, which despite a real cynical side I know I have, I'd like to believe in.