Good advice here.
There's not really a set rule as to dynamics....
There is always room for silence though.
Great use of silence in the drum loop, and it fills in a bit as the song moves along to give things a more continuous feel.
Do NOT brick wall your track, thats bad. Things sound really bland without dynamics, you don't want to have huge dynamic changes either though, because thats awkward for club settings.
For example, you could have your entire track slamming 0db, but then the whole thing sounds boring because there are no dynamic changes.
The reason compressors are used so often is that they bring the dynamics of something into a smaller range; for example, you might have a guitar track that hits -15 db at times and -7 at others (completely random numbers); you apply compression, and then you have a track that sits between -12 and -10. This preserves the dynamics but makes it way more manageable in a mix.
Its much more common to have big dynamic changes throughout tracks in rock music, because it was generally produced, mixed, and mastered to be listened to on vinyl on a home sound system - you had to sit down and actually listen to it, so more interesting dynamics were possible, because you weren't in an incredibly loud club or driving in your car listening to the radio or trying to block out everyone on public transit with your headphones.
Look at 3:37 in this pink floyd track:
Dynamically there's a pretty significant change between the "break out" as I'd call it, and the interlude where the bell comes back. Also notice that the dynamics are more and more uniform to the end of the break out. Chances are this doesn't even have the dynamic content of the original recording because its probably from a remaster for CD, but you get the idea.
Now look at Levels (excuse me for the cliche example):
Dynamic changes? Yes. But between sections there's much less interesting dynamic content, you can see that he lets the track breathe a bit more at the beginning and end for the intro/outro, but towards the middle its pretty uniform, with slightly quieter buildups leading to big breakouts. Easier for clubs, but he still has some dynamic content that contributes to the buildups and quieter parts of the track.
One is not necessarily better, you just have to know what you need to do and when.
Sorry for that monolith of a post, I hope it helped though : )
And if you really want to get dynamically weird (I really just want an excuse to post a BoC track):