It depends a lot on the corporate culture and the demographics of your workforce. There were a lot of parents of young kids at Aldus when I was there. They had Christmas parties where the whole family was invited. Those were at childrens' museums etc. I've also been to black tie affairs with string quartets. Those were also very nice.
Edited to add --
I like the '20s gangster theme. I don't gamble (nothing against it. I'm just very unlucky that way). But the rest of it sounds like fun.
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"Against stupidity the gods themselves contend in vain."
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