We are doing ours at the New Orleans School of Cooking with a full cooking class. They have very reasonable rates ($23 pp for 3 courses and beer), and are a lot of fun.
Ours is at Rock-N-Bowl. 2.5 hours, must end by 9:30 when band comes on. Great prices!!!! I think my fiance is more excited about the RD then the wedding.
I remember reading about one bride who worked with one of the companies who provide swamp tours. The company picked everyone up, did tours and they then had a crawfish boil. I remember her saying that it was rather inexpensive (comparatively) and fun.
Re: looking for casual / fun rehearsal dinner ideas
The upstairs of Acme Oyster House! Cheap and casual to boot!