I don't know about your area but here are a few things that are around hee that I guess you could check on in your area.
the Zoo- here they do the party inside (much of the zoo is also inside)
We have a children's Museum that does birthday parties .
We have a place here that does make your own cupcakes/ baking etc.... they do parties
Decorate your own pottery
There is also a place that does little girl Tea Parties and there are different variations i guess you can pick from.
My friend had these two girls come in (they were young and they were not very expensive) and they ran the party for her at her house. She has done a clown party with them where they did balloon animals, games and dances and then did a craft with the kids. It was nice to have it in her own house but the adults didn't have to do much but sit back and watch the fun. She also did a Princess party with them and they brought party dresses etc... for the kids to dress up in and also did crafts and dances.
I would google things in your area to do and see what comes up. We live in the syracuse NY area and even here there seems to be quite a few different fun little things to do but I guess you would really have to look for them since you don't really see much about it.
I hope this helps a little bit. Our daughter will be 3 in July so we have to start getting a little more creative also.
By the way i like the make your own pizza idea.. sounds fun