Just because the name of the event is "rehearsal dinner" doesn't mean it has to be a formal dinner or even a dinner. You can plan an afternoon event if you'll be getting up on the early side or you can plan a themed event, which is great for weddings where a lot of guests have traveled to be there - destination wedding or not.
Think about what your interests are and what you think your guests will enjoy.
You can make it a tournament if your guests are sports enthusiasts: football, baseball, basketball, volleyball, etc...
You can make it a movie night and rent a movie theatre or a screening room at the hotel. Don't make it a film about the two of you. Pick a favorite or a theme that compliments the wedding.
You can plan a casino night or a day of fishing and rent a boat.
So when planning your rehearsal dinner get creative. You can still have toasts or roasts to the happy couple and hand out thank you gifts to the bridal party whatever setting you choose.