I am from NO and am getting married in Mississippi this summer. I too am having a cocktail party and the food and theme are NO-French Quarter style. Food inlcudes pick up items like crawfish etouffee served in phylo cups, jambalaya, fried catfish fingers, Mini Mufalettas made from Gambino's pistolettes and Central Grocery olive mix (find both online), shrimp and grits appetizers (great Southern Living recipe - make your grits, add chopped cooked shrimp a little cheese, garlic, however you like them, spoon into prepared mini muffin pans and bake. they pop right out are are just the right bite sized treat), antipasto plates, various seafood and crab dips, crab cakes, etc. Many ingredients can be ordered from real New Orleans restaurants and retailers.
The full bar will feature a Hurricane Station with Hurricanes made from the famous Pat O'Brien's mix (also available on line.) We're not doing the bananas foster in lieu of bread pudding (my fiancee's favorite) The wedding cake has fleur de lis on it.
A jazz ensemble and second line are a possibility, but be careful, you can go from elegant French Quarter to full-on Mardi Gras with beads, masks, etc. The real New Orleans/French Quarter is about lush, decadent elegance, not the Mardi Gras flash that outsiders think of.