I was a professional dancer for many years (look at the picture in my signature). I did Ballet, Jazz, Tap, Modern, Pas De Duex, you name it. Mainly I was paid for musical theater and Ballet though.
I started dancing when I was about 7 and through highschool my doctors were constantly SHOCKED by my brothers and my stats, they said it was almost certainly due to dancing.
There was a time when I did CATS that I stayed up to late after shows and just pushed myself too hard, ended up in the hospital.
I would HIGHLY suggest dance to anyone with CF, VERY good for the body, VERY good for the lungs. Push yourself, don't let your health hold you back. Just drink lots of electrolytes and make sure you get enough rest if you are doing it a lot over a long period of time.