Our set birthday party for my younger kids for years now has been renting the local gymnastics facility out for two hours. They charge me $70.00 for up to 15 kids, I always pay another 20 to get another coach so I can double the kids. The kids don't have to be gymnasts, they all love jumping on the tramp, diving onto the big mats, etc... Boys and girls, they all have a blast.
We do a 2-4p m party so I just provide snacks. Fruit, veggies, popcorn, that type of stuff. I don't over board on goodie bags. It is usually an assortment of stuff that Target has in the dollar section along with stickers, fake tattoos, and I buy a few boxes of fruit leathers and put one in each bag instead of candy. Cake is just what ever that child wants. I figure after all that running around, the sugar is a wash.