Aw, don't stay in Caldwell- that's the worst city in the entire state of Idaho. Nampa-Caldwell is the only part of Idaho with crime, pretty much the only part of Idaho with no scenery, no good downtown- pretty much sucks. Especially given that you're not driving that much you'll have time to enjoy where you are. Stay in Payette/Fruitland/Ontario or Boise. Boise's one of the coolest small cities in America, and I'm not just saying that because I've been associated in some way with it/lived there for 16 years- there's a lot to do there- really neat downtown, lots of good restaurants, hiking easily accessible. Well worth the 20 minute backtrack from Caldwell.
Jackpot is unique, but very cool. Enjoy it. Cactus Pete's is still the only thing there.