Lloyd Newson, the engaging choreographer behind physical theatre company DV8, is never scared of a challenge but when I interviewed him unfresh from an all-night technical rehearsal at Tate Modern, where DV8 is premiering Living Costs, their first site-specific show, he seemed a little worried that he might have bitten off more than he could chew.

"It's a huge building and a huge project, bigger than we thought," he said. The challenges were huge. "The scale of it. The technical feats of trying to do theatre work in a gallery. Relocating work from a studio to a space. Making sure you're respecting the building and what the building is telling you."

When they were first approached by Tate Modern to do something as part of the exhilerating Tate & Egg series of live events, Newson briefly considered simply choreographing for the cavernous Turbine Hall. Then he decided on something a lot more ambitious; a promenade show from the Turbine Hall up to the seventh floor, with the rise representing a journey upwards through material success, but also, as Newson crisply puts it, "low life, high art".

Living Costs is based on DV8's quirky successful touring show the cost of living [aka 'can we afford this'], and centres on "who fits in and who doesn't. It's about those who don't conform and those who don't get invited to the ball. Why is a hula-hoop artist who plays with hoops any less of an artist than a ballet dancer who does multiple pirouettes?" The show arose out of Newson's own concerns.

"Class issues are always close to my heart. My father was a coal miner. And if you're in dance and you come from an academic background there's always an issue about how intelligent can dance be? Is it only an aesthetic visual form, or can it be a potent force?"

The issue of who fits in and who doesn't is likely to be even more pointed when set in the context of Tate Modern, where the content of the collections has been under so much scrutiny, although Newson has been working less with Tate Modern's contents than with its striking architecture. "We're touring through the building not the galleries", he says.

However, the piece does have some reference to the contemporary art debate. "It plays with the idea of what is accessible and what is not accessible, what is pure art and what is a con, what is nonsense. There's a lot of nonsense in the prettiness of dance, like moving wallpaper. The piece deliberately plays with the obfuscation in some art which doesn't allow people access. It's like the Emperor's new clothes and if you don't get it people think you're stupid, but often it's just empty."

Perhaps, surprisingly, Newson is a fan of conceptual art; he likes it because it makes you think. As for his own work, he says, "I hope that whether people like it or dislike it, it will make them think. They have to have more of a reaction than 'that was nice' and walk away."

He's always challenging assumptions; another project in the pipeline is a film for Channel Four, set in Cromer on the Norfolk coast, about a relationship between a Scottish man and a dancer who has no legs. But, while making audiences think is important, Newson suggests that the most crucial thing is to keep exploring new areas himself. "I have to keep stimulating myself, challenging myself, keep learning. I might get to the end of the learning curve. I feel that all the time. It's a battle. There's always the possibility of falling flat on your face. And would I prefer that to success? I don't know. It's a fine balancing act."