Pump-it-up is good if you have a large group, its a flat fee, kids love all the bouncers and slides.
Build-a-bear is fun and easy
Color-me-mine is where we had my daughter's 6th, it was great, but only if your child is the crafty type.
We have been to party's at bowling ally's, ice and roller skating rinks and swimming pools.
Also, had my daughter's last b-day at an Edward's cinema, High School Musical 3 had just come out, they have a party room and put her name on the marquee, they roped off an area in the theatre for the party guests and gave the kids a tour of the projection rooms, then served them their popcorn and drinks in their seats. It was pretty good, and cheaper than chuck e cheese. The only trick is there has to be an appropriate kids movie out that your child wants to see.
We struggle with this every year, but always come up with something.