Do we have to host our after-party or can we just do a pay-your-own-way thing at a bar close to our hotel?
Un-hosted after-parties are more common than ones the couple pays for. Just make sure everyone knows where to go -- and that it's on their own tab. Put a sign by the exit ("Join us for $5 cocktails at Bully's!") or have your DJ announce it at the end of the night.