You must try Rodeo.  Service is impeccable - bartenders pay attention and go the extra mile.  The clientele on C/W nights is usually the die-hard cowboys/gals and the wanna-be cowboys/gals who are just out to have fun and dance.  Ladies, your best chance at getting a guy to dance with you by ASKING you first is at Rodeo.  And if you don't know the two-step, they'll show you.  As for line dances, just jump in and learn.  No one cares if you don't know it - the crowd isn't pretentious or catty here!  The only con is the liquor selection isn't as wide as a downtown nightclub but who cares, you'll be too busy dancing to drink.  
Pros:  inexpensive, good music, cowboys
                        
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