Set your expectations by the map rather than by the word "strip". Biloxi's resorts are strung along several miles of US 90, a signalled four-lane highway with the beach on one side, and three of the eight sit on the Back Bay on the opposite shore of the peninsula. There is no continuous pavement of bars, no pedestrianised block, and no version of this city where you drift between venues on foot for six hours. A night out here is a sequence of destinations with short drives between them, and the sooner you plan it that way the better it goes.
Inside the resorts, the hours are generous. The gaming floors run around the clock, the bars attached to them keep going long after the rest of the coast has locked up, and the late kitchens are almost all in the same buildings. Outside them, closing time arrives earlier than visitors expect. Anyone coming from New Orleans, ninety miles west, should recalibrate: this is not a city that treats three in the morning as part of the evening unless you are standing on a gaming floor.
The live music is better than the population would suggest, and it is mostly free. Every big property runs at least one lounge stage with a house band or a touring cover act and no cover charge, which is the actual live-music economy of this coast. Above that sit the ticketed rooms: Hard Rock Live at about fifteen hundred seats, the IP's Studio A, the theatre at Beau Rivage. Above those sits the Mississippi Coast Coliseum on Beach Boulevard, open since 1977 and holding around eleven and a half thousand, which is why acts that otherwise skip Mississippi altogether play Biloxi.
The best bar walk on the Mississippi coast is not in Biloxi at all. It is in Ocean Springs, ten minutes east over the bay bridge, where an old downtown of small rooms, kitchens and music venues sits within a few blocks and you can park once. Locals cross the bridge for an evening far more often than visitors do, and the fare back is the price of the whole trick.
Below: how the geography actually works after dark, where the music is, what a night costs, how to get home without driving, and what to do with an evening if a casino is the last place you want to be.