Have a party with a specific theme that the child likes, such as a pirate or princess theme. It could be his/her favorite sports team, cartoon character, or book. Start by sending out themed invitations and decorating the party area in that theme. You can also have the invitees dress up as characters related to the theme.
Bring the kids to see a fun movie at the movie theatre.
Reserve a Gym
Call local schools/community centers and reserve a gym for a few hours. Bring sports balls and/or plan a few fun games for the kids to play.
Bring the kids to go bowling. Call a few local bowling alleys ahead of time as most of them will have party packages with food, shoe rentals, and bowling.
Take the kids to a skating rink. Call a few skating rinks ahead of time as most of them will have party packages with food, skate rentals, and skating passes.
Arrange for a party at a childeren's museum.
Many of the larger crafts stores will accomadate children's birthday party's with crafts for the kids.
What kid doesn't love pizza? Many pizzeria's will have delicious party packages.