When my son turned 4, we didn't have a lot of money and planned his party at a Jaycee Park off of 610 & 18th. The park has a big pavillion area with tables already set up and a big playground, and is not very crowded on the weekends. We were able to decorate the pavillion area. The theme was Transformers so we set up a coloring area, and some other storebought games around the pavillion (pin the transormer head on the robot, beanbag toss, etc). The kids played on the playground and did all the games. After that we brought out a huge bin of water balloons, and that was the biggest hit. By the time they got done with those the party was over. My son is now 8, and he's had birthday parties at various locations (chuck e. cheese, go-karts, pump it up, etc) since then, but still remembers the water balloons as his most favorite activity ever. Make it simple and be creative, and it will be a hit.