We are having ours at the same place that we are holding the wedding so that we can set up everything the night before, mind you we are having our wedding at a golf course so we are able to do that.

Close friends of ours had their rehersal dinner at a restaurant that was significant to them, it was a tiny restaurant and they were familiar with the people who worked there so it was very nice and cozy. They selected their favourite items and had them brought out kind of "buffet style" on the table (selection of items in the middle of the table and everyone could take what they wanted and the items were refilled as needed). It was really nice.