Opening up an afterhours club/business?

My question is this. I am looking to invest with a group of people in opening up an "After hours club". You could call it a rave. The hours would be something like 3am-7am. I am looking to do this 1 day a month. I am going to try and lease a building for this one day. So there will be no alcohol or any other beverages served (maybe free water). I am living in Texas. Where do I start? What kind of lisences or codes do I need in order to get this up and running? I am the idea man..I have the finances to pursue, but the legal/business aspects are un familiar to me. Where would I start to get this going...