For gambling, you could always consider doing the horse races out by CrossIron. You can bet on the horses, drink, gamble in the casino. It'll be a bit of a PITA to get to unless you do the party bus or something similar, though.
I sort of agree on the live music thing. 15 guys aren't going to have the same taste in music so a certain number of them are going to bored waiting for it to be over since it's usually too loud to talk to each other. MAYBE if you did it the first night before everyone rolled into town or something.
I think the escape room thing is a good idea for early in the day before everyone is too far into the sauce. It's a lot of fun, pretty cheap, a good ice breaker for the people who don't know each other, and is pretty flexible for amount of people you have (you'd have to probably book 2 or 3 different rooms but its totally doable).
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