I dont know what charts or GPS you have, but most features are marked on my Garmin bluechart.
Crudely, Dancing ledge is midway between St Albans Head and Anvil point. Have a look on some of the web pages for Dorset coastline and you'll find some pictures and maps for sure of the main coastal features.
Major ones coming from Poole and heading west are probably Studland bay, old harry and wife stacks, Dancing ledge, chapmans bay, kimmeridge bay, worbarrow/Mupe bay, lulworth cove, man o war/durdle dor.
Studland bay, Kimmeridge and Lulworth are probably your best places to stop or get shelter. Studland bay is easy to beach up and get out for an ice cream! but watch out for a dropping tide. if you beach up on the sand.....
there's lots of bays and interesting cliff outcrops,gulleys and some mini caves along that part of the coast. On a cautionary note if your going to explore the cliffs up close there are many ledges and underwater pinnacles in general according to my Bluechart (especially ledges between chapmans and kimmeridge) so you need to take care in any swell. The other things to watch out for would be a race over St Albans ledge/head and also Anvil point, then usually smaller ones around Peveril point ledge.There's also a sandbar as you come put of Poole and were then to head straight into Studland beach, but buoys mark the safe route out of Poole.
Without wishing to teach you to "suck eggs" I'd plan your route times taking into account the tide race at St Albans point, especially if its forecast to blow over an F3. Personally if Peveril point was very choppy i'd probably turnaround on the basis that St.Albans will be twice as bad ! - but i dont have an aux and normally travel alone in the same compact rib as you.