D.D.
We've had parties for both my son & daughter at The Little Gym (TLG). I've also been to parties at all of the other places you mentioned.
What I like about TLG it is that you are the only party during your alloted time, so you are not competing with the general public for staff time. The birthday child is treated in a special way and all the guests have a lot of fun running around in a safe environment. The birthday program is well-structured and the staff does a great job of drawing the kids into each activity.
The Gymboree parties are similar in that you are the only party at that time, but I found that the kids are not quite as drawn into the activities and they don't have a party room to go into after the activities. I think for only 2 year olds, Gymboree would be good. But sicne you are having 2 - 5, I would recommend The Little Gym.