You can do wonderful inside birthday parties. If you are not comfortable at your home check and see if your local library or YMCA rent rooms reasonably.
Our kids have loved in the past:
*BINGO birthday parties
*spa parties (ask a couple of your friends or do you know any teenagers who would be willing to come and give pedicures/manicures
*sled riding party or Snow Fun party - you can still do relay races outside all bundled up. If you have a place to build a fire it is really great and fun. They can warm up there and roast hot dogs or marshmallows. We do not even do birthday cake - we put candles in s'mores and they LOVE it.
*a lot of times the kids just like to get together and play board games, or group games of charades
*papa johns or other pizza places will allow you to come make pizza's for small price and that is really fun. Also why not
*a baking party. Let the girls make the birthday cake or homemade pizza's. If you are creative you can make chef's hat or aprons or you can buy some from places like oriental trading or Walmart sells aprons you can paint.
*Craft party: t-shirts to paint, or aprons or purses, crafts from Oriental trading, dipping pretzels in chocolate
*rent the pool at the YMCA, or go to the bowling alley
*themed parties are fun. Pick a theme and do everything around that. Like High School Musical: for the brainiacs you could make "ooblac" (just mix cornstarch and water together until it is like paint thickness - when you play with it in your hands it is firm but the second you stop it becomes liquid. It is messy, but fun and easy to clean up especially when it dries), for the dancing part you could put a dance cd in with YMCA, Cha Cha slide, the chicken dance.
*a dance/karaoke party
Have fun!!