Birthday parties are fab, and they don't need to cost a fortune.
Last year I did Pirates, and this year the theme is going to be Cowboys and Indians.
For pirates, I got some pirate bunting, a big flag and balloons off Ebay and did buffet food. I also made a pirate ship out of the box that DS's new bed came in and make a treasure chest birthday cake.
I managed to find a CD in Early Learning called Fish and Ships with all sea side songs on.
For party bags, I found some pirate colouring books which were great, and then put in some crayons, a balloon, bubbles and boxes of raisins as the children were too young to have chocolate gold coins.
DS was too young for games, but will be doing a themed pass the parcel and loads of others this year!
For Cowboys and Indians, I'm going to make a TP (SP?) out of some long garden canes and a sheet which I can print with native signs and am going to do a making and doing table where the children can make their own Indian hat with feathers etc or decorate a Sherrifs badge. I'll also be scouring the internet and library for other ideas of games etc that we can do.
Aparently, Cowboys like to eat beans and sausage but 3yr olds are too messy with beans for me and so I'm going to do buffet food again.
Party bags this year are going to have little cowboy & indian men (similar to those little play soliers) and I'm thinking of putting either water pistols or some cork guns that I've found, (though I'm going to give this some thought as I don't want parents being unimpressed with me putting guns in the party bags so this may have to wait till next time!)
I'm going to make a cake in the shape of a totum(sp?) pole this time I think.
The best thing with doing themed parties, is that everyone (including parents) can get dressed up and have fun - and, I get to collect a box full of themed birthday stuff to put away in the loft until we decide to do that theme again.
HTH, and hope that you have a great day whatever you decide to do!
Sarah x