As a high schooler in Suffolk County's Wading River, LARRY KEIGWIN lucked into a Martha Graham dance class. Seven years later he was in Mark Dendy's Dream Analysis, playing Nijinsky, which won him a Bessiethe New York Dance and Performance Award. When not decked out in tissue paper flowers, the 32-year-old choreographer has the aspect of a young Frank Sinatra: lean and mean, a little dangerous, a little debonair. His troupe's "greatest hits" concert this week at the Duke on 42nd Street (see the dance listings) includes his first choreographic work, Tenth Floor (a vignette about the onset of mental illness in the dancer's family), and his newest, Natural Selection, which he calls "a ridiculously aerobic endurance competition for six." Mattress Suite, a company favorite, explores sexual identity; Angels of Anxiety studies mania.