Go to the Oriental Trading website for all sorts of party themes and all the stuff you'll need to pull it off. So far, some party themes I've done are: luau (very fun and lots of great ideas out there for this popular theme--i.e. lei given to all guests who are invited to attend in their Hawaiian shirts, flip-flop cake) road construction (caution tape and safety cones as decor, bulldozer pinata, paper lunch bag filled with goodies for guests, and I made a chocolate cake and scooped it into the back of a large toy Tonka dump truck to make it seem like the cake was dirt/rocks that the truck was dumping out onto a platter, plus safety cone candles), home cookin' (everything was very "kitchy"--think red and turquoise check pattern, strawberries, kitchen utensils--we served homemade meatloaf, mashed potatoes, veggies, and I made an "old-fashioned" round, double layer cake). Next, I'm planning a Disney Princess party for my daughters in August. One of the games we will play is called "Guess the Dinglehopper" (just like Ariel called human objects) where I'll have an array of items in a decorated box for them to feel an object and try to guess what it is. The guests will take home purses filled with goodies like crown suckers, princess bubbles, princess fruit snacks, princess tattoos, princess stickers, and princess crayons that I found in the Target $1 bin. ALL other stuff (including before-mentioned parties) was purchased through Oriental Trading. Now I'm planning a casino night party for my hubby's new promotion, and Oriental Trading has a ton of cute stuff for this too! Just google "party theme ideas" or something similar, and a ton of things will come up! Then go to Oriental Trading to order everything you'll need!
If doing your own party at home is too daunting a task, then you can always go someplace and let someone else do the work for you. Pump It Up! is a great place to have a party--the kids (and parents!) love to jump and play in the huge inflatable bouncers, slide, and obstacle course. I know there are a few Valley locations.
Have fun, and good luck!