J.B.
I agree with AV. One of the nicest birthday parties that my SD went to when she was 5 or 6 was at the home of the birthday girl. There were J. a few girls there (around 6 of them) and they started with decorating aprons and chef's hats with quick-drying fabric markers. They then got to make their own mini pizzas (Boboli crusts, sauce, cheese), made a cookie mix in a jar (which was the party favor to take home, along with the apron and hat), and decorated cupcakes. The birthday girl was very shy (as was my SD) and all of the girls had a nice time. Maybe something crafty and low-key at home, or something at a paint-your-own pottery studio. Keep the guest list as small as possible and avoid the crazy party factories.