Skating rinks are classic birthday party locations! Roller skating rinks are great because parents won't have to worry about the weather outside, and it requires little activity planning since guests can just skate around to their hearts' content. Ice skating rinks are also a cool choice for winter birthdays. Some ice rinks, including the famous Rockefeller Center Ice Rink in New York, are only open seasonally while other local rinks are reserved for lessons, so make sure to call ahead.
Depending on your budget, you can usually rent out smaller rinks for an hour or two, or coordinate a party during normal business hours. Some skating rinks may not allow you to bring in outside food and drinks, but in those situations, they'll probably offer concessions or group catering onsite.