I'd second head over heels, it is a nice version of an indoor play area with lovely cafe. Very limited parking though. Chill Factor was good too, we went to a 'snow play' party there which dd1 (and I) loved. I think they have Santa there around Christmas time too
What about a party at home? I read somewhere all your child really wants is mum's attention on their birthday. DIY parties really are the best and if you're not sure you can buy kits to help make sure everyone has a good time. What about this safari treasure hunt from lello and monkey. www.lelloandmonkey.com/range.asp?id=3
My 3 year old loved this (we had them running around outside in February, but you can do them inside too). Have fun!