All depends on your budget of course. You could hire local hall quite cheap then go mad on the decorating, hire bouncy castle, do an ice cream factory etc.
My DD went to a girly makeover party at a soft play place where they had a beauty "therapist" in a tunic doing make up and hair things. They all loved it, OK that is totaly girly, but best bit according to DD was coming home in a limo, could get a fireengine limo, bit more tomboy.
Or what about a party bus, parks up outside house and they party away on the bus.
Any snow places near you, the one near us does sledging, skiing or snowboarding parties. They have a climbing wall along with a air thing and a aerial climb thing but you have to be 8 yrs.
For DS we were going to do a Italian Job party, watch video, hire 3 minis and order in pizzas, never managed it though.