Tom,
I can't imagine anyone needing any more drink and be merry than you will find at the little Sturgis rally, but there's plenty to do out here in the middle of nowhere western Ky and southwest IN!
Food: Great barbeque in Owensboro, 30 min due east. World famous Moonlite, Old hickory and many others to choose from. Many good restaurants in Evansville also, whatever your looking for!
Drink: Fast Eddie's in downtown E'ville, kinda sorta bike themed and a younger crowd. Better than me tring to explain everyone of them, here's a link to a guide that has all the information on what entertainment the area has to offer. http://www.news4uonline.com/index.htm
Gambling: Casino Aztar, downtown E'ville. Horse Racing, Ellis Park, Just across the river from Henderson.
Shooting: Owensboro Rifle and Pistol club, Uspsa match on the 3rd Saturday of the month. http://www.orpci.com/ About 1 hr due east of Henderson near Lewisport Ky. THE best local matches bar none!
Hope this helps and if you have any questions, just ask!
Chris