For other parties, think about having a swim party, or something else that's really cool are these companies that will bring a petting zoo to your home. There's one that has lizards, and spiders, and snakes, and all kinds of critters that boys like. Then there's the horse/pony riding parties (make sure the kids have helmets). We did a pirate party one time too.
My husband and I made nearly everything from scratch in our garage. I ordered everything else from Oriental Trading Company.
Pony party:
The kids were given straw cowboy hats (blue) and cowgirl hats (red), Sheriffs badges with their names on them, and bandanas (serves well as "party favors")
Cole wore a cowboy outfit, and some of the other kids did too, although it wasn't necessary since we provided them with the hats and stuff
a burned wooden sign with Gerken Ranch in western font welcomed the kids with lots of stars and regular balloons everywhere in red, white, and blue
Another burned wooden sign read OK Corral led to the horseback riding through the paths in our back property with hay bales and cactus cutouts and steerhorn skulls and stuff were laid along the pathways
Chuck wagon totally decked out with wagon wheels, ropes, canopy, red and white gingham checkered cloths, etc, full of BBQ, western food, and an iron triangle dinner bell my husband welded
Three star birthday cakes, one red, one white, one blue
Dinner tables with red and white gingham checkered cloths, hay bales and burlap for the kids to sit on and regular chairs for the big kids (us)
Bean bag toss through wooden cactus cutout
Panning for gold with little toys hidden in the sand and rocks painted with non-toxic gold paint
Cowboy/girl crafts
Tee pee my MIL made
Cowboy boot pinata
Fake campfire setting with hay bales, burlap, bandanas, cards, and poker chips everywhere
Pirate party:
The kids were given pirate hats, swords, eye patches, and earring hoops (again, party favors)
My boys wore pirate outfits
Burned a wooden sign that read Beware of Pirates in pirate font welcomed the kids along with skulls stuck on long sticks, pirate flags, skull and crossbones, and black, red, and white balloons everywhere
Tables were decorated the same with fish netting.
Took a John Boat and made a pirate ship with all the decorative "wood carvings" made from cardboard, with a basket at the top (as a look out) and a pirate flag flying high
A plank for playing Walk the Plank off the side of the "ship" over a kiddie pool with shark fins (I can't remember if we blind-folded them; I think we started to, then said that was a bad idea and stopped doing that. Hee.)
Treasure hunt that included a treasure map that had the layout of the back yard and clues in "pirate language" burned (to age) envelopes that led the kids around the back yard from one point to another until they found the big X marks the spot and uncovered a treasure chest that had mini treasure chests full of plastic coins, candy, and other favors
A pirate ship pinata
I'm sure I'm forgetting stuff, damn medicine, but you get the idea.