I'm in Wheat Ridge, and our local rec center rents out their activity rooms and also does swimming parties, Wii game parties, etc. I know the prices vary drastically from one rec center to another, but I found our local rates to be very reasonable so it might be worth checking out.
We just did a swimming party for my son's birthday in October, and we were able to have 18 swimmers (with unlimited access to the pool for the entire day), 30 people at the party, and an hour in an activity room for $50 total! Even adding in our expense for party favors, crafts for the kids, cake, etc. we still spent way less than we have ever done in the past for a party - and the kids loved getting to swim all afternoon.