Treasure hunts or scavenger hunts are always fun...
For a treasure hunt, hide clues around the yard or house.... one clue leads to another, and eventually they find the "treasure" .... goodie bags or a small treat. The kids take turns reading the clues and figuring out where to go.
A scavenger hunt... make up a list of things easily found in the yard.... after they collect them, they get a prize.
If you have an inexpensive digital camera, make it a photo scavenger hunt... then upload the pictures for the kids to see.
Let them build a "fort" out of chairs, sheets, clothesline, etc..... let them have free play for a while with it.... if there is a theme for the party, build that into the fort...
Set up some different "carnival" type games... there are a bunch you can do at little or no cost.... tossing a ping pong ball into a cup... line several cups at different distances (away from the children, not across in a line) so the farther ones are more points. Let them take turns, and have them keep score. The person with the highest score after a certain number of tries wins a small prize (make sure they all win a prize by the end, though.) A bean bag toss is an easy one to do with that....
http://askville.amazon.com/game-party-ideas-10-year-boys-...
Here's some suggestions, there are different ideas for different ages, also.
http://ths.gardenweb.com/forums/load/parents/msg022004422...