you could have some sort of buffet for the new pledges and the COB's.
You could set up a mixer, that's always fun for COB.
We only have a day and a half after rush to COB, so these are what we may do.
Oh, I know, if you have movie day during actual rush, well when you invite the COB's over for the buffet or get together, you can show your sorority video that you used during rush.(Im formal rush chair this spring, so I have to think of everything)
Hope this helps, if I think of anything else I will let you know