We had a pony party for my 3YO at JR Pony Ranch. It was great. They kept the kids busy the whole time. I prepared food and they served it. The kids prepped and rode ponies and were occupied with the petting zoo. We ate, they rounded up kids to open presents and then we ate cake. It was all on their schedule, so I didn't have to worry much about walking away from a conversation to go host the party. Of course, it was a bit pricey, but for me it was worth it and the kids all had a blast! If you are interested, here is their contact information: J R Pony Parties, 1744 Leonard Ln, Las Vegas, NV 89108, ###-###-####.
Otherwise, they used straw hats with bandanas for chip bowls, they used the wheel barrel as an ice chest and just threw a thick sarape blanket over top of the drinks and ice (it held well), and the kids washed up in an old fashioned water pump, so I guess you could have them wash up with a pitcher and bowl of water.
As for games, they didn't have time to play any, but the old apple bobbing comes to mind...gross! Actually, any of the old games will work well with a cowboy party. Sack race, wheel barrel racing (on partner upside down and the other one holding the ankles), musical chairs, etc. At the state fair they had a large sand box with plastic fruit and veggies that they dug up. They can see who gets the most fruit and veggies in a time period.
Have fun!