RORY: Wow, this place is huge. Do I have to walk down those stairs?
The scenes at the ballroom for the debutante ball were filmed at the Wilshire Ebell Women’s Club in Los Angeles; the same filming location was used for the Chilton dance Rory and Dean attended.
In the show, it is clearly meant to be a separate venue from the ballroom in Season 1, as Rory has never been there before.
The Annotated Gilmore Girls 