Ds (3.5) has got one on Sat and has been to about 4 that have been held at the nursery. He has been there since November. In his life, he has been to a LOT.
TBH, it seems to me that at pre-school age anyway, most of the parties are held at nursery.
I will probably do the same in August for DS' 4th.
I also agree with those that have said that the invites seem to step up a gear once they are at school. DNephew seems to be going to a party every week and he only started school in Sept.