Tim - it is pretty much up to you. We do a kilt night twice a year at a local Irish pub with trad. music as we have no Scots pubs around. We don't do a regular set thing because there isn't enough interest, but each area is different. I have posted them here on xmarks with limited success - most of the people who attend are Clan society friends or other acquaintances that I email on my own.
That being said, we all have a great time at them, very social and a nice evening out. I think you can make of it whatever works for you and your friends and certainly post a note in the kilt nights forum for you locale to start to gather interest.