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Dallas is a fantastic place for night life and musical events. There's the Dallas Symphony Orchestra, currently conducted by Jaap von Zweden, who is amazing. There are always concerts to go to, whether you prefer a venue like the American Airlines Center, the House of Blues, or gritty bars on Elm Street. I'm not very knowledgeable about the jazz scene, but I'm sure that there is plenty. Insofar as night life goes, Dallas is perfect. When I don't already have a plan of where I'm going to go for the night, I usually check out GuideLive. GuideLive has almost all of the info anyone would need about this kind of stuff, music, theatre, dining, nightlife, sports, and other things are all included in this subsection to the Dallas Morning Newspaper (which you can access online for free). They have all the info on what's going on, where the good restaurants are, etc. Coming from the biased perspective of a Dallas native, it is a phenomenal place to live.
I have visited everywhere except for ND. I had a good visit at A&M, but I think it's just too quantitatively focused for me to be happy and productive as a theorist. Loved the profs and grad students that I met, though. The program also seems to have an abundance of funding. It's close to home and in a warm climate, but I'm just not sure that it's the best fit.
On another note, I can't focus on my thesis and other work that needs to get done with this decision ahead of me. I know I shouldn't even be worrying about it just yet because I still have one more school to visit, but it's killing me. I liked my last visit so much more than I thought I would, and it definitely made my decision more difficult. I'm hoping that the next visit will make the decision easier. In the end, I'm probably just going to flip a coin as a gut check.
While I am obviously not adblanche, I can think of several reasons to not apply to one's alma mater, no matter how much a student loves it. "Academic inbreeding" is an issue. It can raise some red flags when you apply for jobs if you get all of your degrees from one institution. It can signify an unwillingness or inability to challenge yourself, although there are some exceptions. Another thing to consider is that some high-achieving students might have taken several graduate-level courses, at might need a change of intellectual scenery/the school might not have too much more to offer a student. I wouldn't necessarily suspect that there is something wrong with a department simply because an undergraduate there does not apply to the graduate program. Just my humble opinion, take it fwiw.
Shouldn't someone who is omnipresent have at least an impression of all of these places? I kid, I kid, but I haven't visited anywhere except for Texas A&M and Baylor yet, so my additions will not help you out.
Texas A&M- claimed to have 100% TT placement of theorists, though some are at universities that I did not recognize. Fantastic funding is available and they really seem to prepare students to be socialized into the world of academia. Their American program seems especially strong.
Baylor-good placement at SLACs, and a great place to go if you enjoy theory. No matter what you major subfield is, you'll most likely experience it with a healthy infusion of normative theory. The training that you get as a teacher's apprentice and the teaching experience you get as a senior graduate student is valuable on the job market, especially at SLACs.
I don't have any background in that. I did, however, take a math course entitled "The History and Philosophy of Mathematics." I've never taken statistics before, but I have taken a boatload of theory and graduate-level classes and indicated that I am eager to have at least some basic quant/methods training in graduate school. It's possible that if I had taken a statistics class I might be in at other places as well. All that to say that I'm not sure that it really matters.