If you have relatives in town or close by you could ask them to host it. Grandparents that don't get to see their grandbabies enough will usually take any opportunity they can to visit and take pictures.
The Michael's by my house has a party room. Last I saw they had a pirate party package. Every child gets to make a special pirate craft.
Funtastic Playcenters are indoor playgrounds with jungle gym types of things.
The zoo, Fairy Tale Town, and Funderland are all fun.
If your son is one of the youngest, a skating rink might be a fun way to go.
Parks are always a good choice if you are expecting good weather.
As a shameless plug for my company, :-) I have to tell you about Noah's Ark Animal Workshops. I travel to wherever you are and every child gets to be a toy maker and stuff an animal friend. No sharing needed. No party favors are needed either because everyone gets a fabulous stuffed animal, a birth certificate and a take home bag. Call me at ###-###-#### or check out my website at www.fairytalepro.com.