By the way we've had:
(Under 3 just family tea).
3yo DS - church hall but we just hired some soft play/ball pit and everyone brought a ride-on toy and ran riot. Theme was Pound shop, though I did let the children make playdough cookies, and we baked them and put them in the party bags. M&S sandwiches.
4yo DS - party at home with 4 guests, pass the parcel, musical statues (they had no clue what to do, it was funny!), pin the tail on the donkey, running riot in the house, cake, DH did party bags, again pound shop.
5yo DS - party bus but it parks at your house so we had to provide loo/coffee for parents/cake and there was still a fair amount of clearing up. We chose to provide party bags (just a book and cake).
3yo DD - art party at our house. We can fit 10 children in but didn't reckon on 10 adults plus several second parents coming too (it was really the other parent coming that was the killer - with DD being DC2 we had forgotten about PFBs and their parents both needing to go to their First Party Ever). We had 3 or 4 older siblings too but sent them to the park with some of the long-suffering parents.
DS6 I think we are going to take them to the cinema, max 6 guests, then probably pizza. The local chain does Sat mornings for £2 though you don't find out what the film is till about 10 days beforehand. So I'm not sure whether to just go for whatever it is - or give an alternative date in case it's Ballerinas or something else his little friends won't like!
We have at least 3 local soft plays that do parties but I really dislike two of them - they are huge, cold, dirty and rammed. But I have recently discovered that one of them, in the countryside, has exclusive teatime party sessions. So I think DD will have her 4th birthday there (it is a little far for those of DS' school friends who don't have a car but DD's nursery friends generally do due to its location).
I've also just discovered that Bella Italia does pizza parties and that the same soft play has a farm party option for over 7s. So those are on my list!