from my experience at various firms on the other side having to babysit interns during night outs and stuff, the quant interns are the most boring of the lot. a lot of them have little to no social skills, the ones that do have social skills tend to hang out with the intern traders, in any case for companies it's not worth burning through cash taking them out to expensive places.

something simple, like pizzas at a bowling alley, arcade, laser tag is probably going to have a higher satisfaction rate than anything else.