K.Z.
There is Candyland Park in Conroe (I-45 & right before 105) and I believe they have pavillions. Northshore Park in The Woodlands also has 2/3 huge pavillions. I live in the same zip code. Does you neighborhood have a clubhouse to rent? The one in my section rents it; you decorate and clean up. Price depends on the time of day.
Also, does your church have a kitchen and/or great room? I have been to kids birthday parties where they held it at their church.
Check with some local hotels, they may have a room they will rent. Try the Marriott Residences Inn on Lake Front Circle Dr.