I've been recommending The Paramount Room on Milwaukee (415 N. Milwaukee Ave near the Chocolate factory). A little outside downtown, it fits the 'slightly twisted' description with a downstairs ex-speakeasy feel. Too small upstairs for a group gathering of even your size, unless you reserve the big booth that might sit ten or so.
Much more causal (but not less expensive) than some of the mentioned bars. The food is beyond good, with excellent Scotch Eggs, tartare and even a bit of foie, and an interesting, varied beer selection (several on tap Belgians and American crafts not seen everywhere) as well as a list of other funky/fancy cocktails.
http://paramountroom.com/