Odyessey (sp?) Fun World in Naperville or Tinley is always fun. There's an arcade, a HUGE 3 or 4 story enclosed indoor park with an awesome lounge area for parents & toddler area, bumper cars, rides, and laser tag. And, private party rooms. There's a few inexpensive packages to go with on their website. We usually go with the two options plan; indoor park and a roll of tokens.
I always opt for this place rather than Chuck E Cheese because of the large and secured indoor park. The kids actually get to play with one another and chuck e cheese is more one on one with arcade games.
Also note that there's a time limit on the room only. Your guests can use the facility as long as they're open.
We've had our son's 2nd, 3rd & 5th birthday there. Never been disappointed.
Hope this helps!