Hi,
I live down here (unfortunately), but I do have some good suggestions for you. Threedollarpants is right about Louie's. Good food if you like the greasy spoon.
Chimes - Local food/college bar/restaruant. Great food, decent service. There are two of these. On of them is right off campus by the North Gates and the other is on Coursey Blvd about 20 minutes east of campus.
Mike Anderson's - Also a local place but much less collegy. Very good Louisiana food but can get a little pricey. Several locations but one about 10 minutes from campus.
Cane's - best college town fried chicken strips and fries you will ever eat. Locations everywhere.
DeAngelo's Pizza - Local pizza chain with really great food and reasonable prices. Never had a bad meal there.
Also look up these for local restaurants: Monjuni's, Mestizo's (cajun Mexican), and to a lesser extent, TJ Ribs.
Tsunami - I know it's not local, but this is some of the best sushi I have ever had outside of California. Tsunami is at the top of the Shaw Center which is in downtown BR. Great view of the river and fantastic sushi.
If you are looking for casino action, there are two in Baton Rouge (Belle of Baton Rouge and Hollywood Casino). They are both okay but both smell like 6 month old ash trays. Harrah's in New Orleans is a much better bet for the full casino experience if you are looking for that.
I'd be happy to give you more info if you want to PM me. What game are you coming in for?