How about climbing. Universities often have climbing walls and will do climbing parties or some Cities have portable climbing walls. They have one in Oxford.
Our local Chocolate shop does chocolate making parties, there may be one that does that near you.
Or how about hiring someone to come and give a street dancing session in a village hall or community centre.
If you are anywhere near Milton Keynes there is an artificial ski slope - sledging is fun.
Cray fishing - if you have a river near with cray fish in.
Science is fun party - loads of explosions.
Or if you have a castle near you or NT property that does ghost walks or a son et lumiere?
A boat trip after dark
We did the camping thing with a few of DD's friends the year before last they loved it, played their instruments around a campfire, stayed up almost all night. cooked their own food on a fire etc.
Last year (last one of primary so last proper party) we took the whole class punting with a picnic on the river bank. It was absolutely fabulous and a lot less expensive that one would think. Only one person fell in and that was an adult who was an experienced punter