Definitely don't do it in the evening. Some time ago I tweeted about something similar.
Often we training folks get too caught up with our tools and interventions to think about how it is fitting in with the overall context of the organization.And team building events done without any linkage to how learning (if any) would translate into the workplace is literally money down the drain. As the Evil one says:
Sometimes we get caught up in the latest fad or program and we think, "gee, won't this be fabulous!" and we forget to ask if this is actually helping the business by truly meeting the needs of the people. Yes, the activity you came up with might be "fun," but most people consider work, work and want to find their fun elsewhere.