K.B.
Hi B.-
Instead of giving a bag full of little things (junk usually) try to think of 1 larger item to give as a keepsake. For example, my kids attended a pool party and the party favor was one of those styrofoam kids' kickboards to use in the pool. My son had a cowboy themed party with pony rides. We gave each child a cowboy hat, bandana and sheriff's badge to wear for the party that we found pretty cheap at Oriental Trading Company.
For your themes, maybe you could get some Spiderman action figures, Thomas trains and Tinkerbell figures and let each child choose one as they leave. Maybe even wrap them so that they are getting a "gift" to open on the way home.
For decorating it sounds like you are going to have a Spiderman area and a Thomas area so you need to try to recreate "Pixie Hollow" from the Tinkerbell movie. You sound creative so I'll let you figure out how to do this, but if you could create some large mushrooms, flowers, etc so that the kids feel small like fairies when they are playing among them it would be cool.
Good luck,
K.