Full disclosure (as many of you know): I am a SCSU fan and am an alum of both of these schools so this is always a fun one for me. In any event, I'll be making the trip on Friday with a Sioux fan. Can hardly contain my excitement this week.
A number of downtown bars have shuttles that will take you to and from the Hockey Center. Among them: McRudy's, Howie's, and MC's Dugout. There are more, I just can't remember which ones. As others have noted, MC's Dugout and The Red Carpet (and adjacent martini lounge) are popular spots. Also, I would suggest the White Horse and/or House of Pizza for pregame food and drinks.
There are usually a large contingent of Sioux fans in St. Cloud for this series, you'll have a good time.