Kids of all ages love hunting for treasure. They get excited not knowing where they'll have to go next and what surprise awaits at the end of the trail. For a birthday party host, hunting expeditions -- aka scavenger hunts or treasure hunts -- buy time to prep cake and ice cream and relax for a minute while partygoers search around for their prizes. Also, rainy weather and cold won't ruin the activity since you can always move a hunt indoors (taking care to remind guests of the "no running" rule).
Younger groups will require a hunting guide, and the final treasure at the end could be as simple as a snack or dessert. Adolescents may enjoy a more elaborate scavenger hunt around town -- with an adult as the driver, of course. The final destination could be a mini golf course, the movie theater, a skating rink or another cool spot.
Once again, these activities can pair perfectly with party themes. For a pirate treasure hunt, hand out eye patches and make newspaper sailor hats before setting out. Or, a flock of adorable fairies can decorate construction paper wings and magic wands before taking flight.