I think it depends on what sort of party this is. Did these people invite the entire class and plan some big extravaganza, so your son will be in a group of 20 with a pony and a bounce house for the first time? Then I would decline and figure he won't be missed. Or, is it something small for a few friends that he could manage? You could stay at the beginning and see how he's doing, then either leave & come back or stay for the whole thing. You might call the parents and ask what's involved - either say it's your child's first non-family party and you'd like to get him a little prepared (of course, then you are committed to going because you can't say you have other plans), and you can explain he hasn't done this before and ask if it's all right you stay. For other parties where you know the hosts but aren't sure if your child needs you, ask if they need your help (thereby inviting yourself to stay). I would also decide based on how friendly he is with the birthday child - if it's a really good friend, then I would encourage your child to branch out and stretch his wings a little, try something new and fun.