There's a lot to see and do in Biloxi and surrounding area. I'm assuming you are interested in gambling and in addition to the Beau there are several other very nice casinos. Right next door to the Beau is the Hard Rock Hotel/Casino. In Gulfport, the next town to the west, is the Island View Hotel/Casino where Emeril Lagassee has opened a restaurant.
Biloxi is home to Beauvoir, The Jefferson Davis home. It was destroyed during Katrina but has been rebuilt and is once again open. It's a beautiful old home overlooking the Gulf.
There's golf, fishing charters, beautiful white sand beaches, excellent restaurants, shops and art galleries, Katrina Memorial exhibits. To take in all the area has to offer you'd probably need a rental car at least for one day.
We lived there for almost two years before we came to The Villages. I think it's a great area with a lot to offer. If it wasn't for Katrina, we'd still be there. If you decide to go, PM me and I'll give you some specific recommendations of things to see and do.
Here's a website which will give you additional info:
www.gulfcoast.org