Visit your local late night coffee shop and bring your friends on the adventure. For lack of a coffee shop, go to your local 24-hour diner and annoy a waitress for a few hours. It's amazing how much fun you can have talking about nothing with a few good friends late into the night.
Check the Internet or the paper for local venues. Most nights, there's a decent band playing somewhere and often there's little or no cover to get in. A bar is always a good place to find local bands on any given night, and you can also amuse yourself with drinks and darts and whatever else that bar has to offer.
Play pool. Most towns have at least one late night billards place, and few games of pool will help you and your friends stave off the boredom.
Take a drive. Go get lost on back roads and spend the next few hours trying to find your way back to civilization. Make sure you have plenty of gas, a phone, and a map stashed somewhere just in case you really do get lost unless you want it to be an all-nighter.
Wander through a 24-hour superstore if all else fails. Depending on you and your friends, you might get kicked out, but until you do you can mess with the toys in the kids aisle, abuse the shopping carts, and use various store items as props to make each other laugh before you're asked to leave.
