This one has been a real challenge for me as well!
I am not sure about the age and the gender in your case so I am going to list some which may or may not be relevant.
The most popular ones for young boys are the sports themed birthday parties in places like Club Fit, Solaris and Training Zone. There is a miniature golf place on 202 which may work for fairly young kids as it is a really small course. There is a slightly bigger mini-golf place in East Fishkill but I have not personally been to a birthday party there.
There is a paint ball place on Route 6 but it does start getting pricier.
Speaking of pricey, there is the Grand Prix in Mount Kisco which is hugely popular with the kids but can cost a pretty penny. Corltandt UA Movies offers a birthday party package which includes the kids being served their drink and snack as they sit in their seats - which makes it feel like a special occasion. If you luck out and the birthday coincides with an eagerly-awaited movie this can be a big hit!
If you and your group are okay with some driving there are serious laser tag options in places like Elmsford, Paramus and Chester. Bounce Trampoline in Valley Cottage seems to be the new favorite as it is a unique concept where all the games are played on the trampoline surface.
The art centers in and around here also offer birthday packages and customize the activity to suit the group in terms of age I understand. A Maze in Pottery in Briarcliff Manor offers a party option where children can decorate pre-made pieces.
Local parenting magazines also carry suggestions of many of the local places that offer packages and it may be worthwhile looking at the latest edition as part of your research. I am glad you asked this question because I'd love to hear from others about what else is out there.
