Otheila, great ideas! Can I come to your party?? LOL!
Irene: You may want to check into the bowling alley. Chances are you can get bowling shoes, a couple of lanes, and be able to bring a cake all for just $4 or $5 a kid. I don't know for sure, but this would be a nice compromise for you as you wouldn't have to worry about cleaning up anything at home, nor would you need to do much planning, reducing the stress before your trip.
The fire station idea sounds pretty cool! That might be a bit stressful tho

Do you have an indoor swimming pool anywhere nearby? That would be easy too. Just bring the cake and let them swim! Maybe even the local high school would let you? Not sure how your town is about that stuff ;-)
If I think of more ideas I'll come back!