E.T.
We've gone to parties at Pump It Up and I think it's somewhat pricey (over $200). We went to a party at a place in Bedford called the Kids Clubhouse and it was neat but they closed. The good thing is that a new place opened up in that space and it's called Monkey Business (http://www.monkeybusinesstx.com/newsite/). I just checked the prices and it's $50 room rental and $5 per kid. You can also purchase their stuff (cake, pizza, decor) or bring your own which is nice because you can usually get it cheaper. They have a big indoor playground plus separate rooms with dress up and theater stuff. You could go and play one day to check it out.
You could also do a bowling party.