Personally, I believe the "rave" scene was very justified. The Wachowski Brothers are very raw and realistic in their explanation of things. They used the sex scene to accomplish a couple of things important to the storyline.
First of all, it shows that Neo is not some god, but that he is still very human, and as human he is still susceptible to human urges, feelings, and emotions. This makes his character just as vunlerable as he is strong. Then, second of all, it explains, in a very direct way, why Neo is so emotionally attached to Trinity, to the point where he sacrifices Zion to save her at the end. The sex helps to explain why their love is so intimate without covering all of the character development in their relationship (you know, the sweet talking). Neo and Trinity loved each other to begin with, but then this new expression of love sealed the commitment. And finally, this scene foreshadows a number of possibilities, from a dramatic and unexpected separation in the third movie (maybe one of them dies, or one is left behind in the Matrix while the other is free), or, more likely, the birth of a child. In most modern myths, the legendary hero falls in love and has a child that'll go on to accomplish even greater things. Any such things may apply here.
Anyways, there's nothing "dirty" about that sex scene. It was very clean, and they love each other, so I suppose their passion was justified. The dance scene was simply to show how high the spirits of the Zionists were, how hopeful and fearless they were despite the circumstances, and, in the end, create irony when those same bold people are slaughtered by the Machines. It all plays into the storyline on so many levels that it's incredible, and is in no ways stooping to some level. It's all in how you interpret it.
And with the cake and woman, you can take that as a sexually-oriented joke --- after all, that French guy is pretty funny --- or as dark symbolism for just how much power the Matrix has over the poor, helpless people trapped inside of it. That woman was being preyed on by the French dude, and though you couldn't help but like it in some ways (she was hot), you also can't help but feel sorry for her. Once again, playing into the story, as long as you look at things in the philosophical sense that this movie is geared towards.
Anyways, it was a GREAT movie! Did anyone catch the monster references? The Oracle spoke of vampires, ghosts, and werewolves being the product of programs doing things they're not supposed to. I saw examples of all such. The ghosts were the Twins, obviously, the werewolves were those older versions of the agents who fought with swords and daggers (remember, they could only be killed with silver bullets, which is what you kill a werewolf with), and Persophone and the Merovigian were vampires in a symbolic sense (ever hear the term "vampire of the emotions"). Also, there's a vampire movie playing on the big screen when Persophone walks into that one room with the two older agents. Very cool stuff.