For my son's 3rd birthday, instead of giving goodie bags at the end, we went to a party store / dollar store and got little sand pails, water squirt things, play bugs, etc and gave them out at the beginning of the party...we set up a little sand box and water pool for them to play in / with...we also did a "bug hunt" where we got a bag of fake bugs, hid them all over the place for the kids to find, all the kids got a little "gift" and the winner got to help my son unwrap his gifts.