Birthday party help! Please!

Ok, so planning a childs birthday is not the easiest task at hand, well, you should try doing it over seas! There are 3 venues to hold a childs party total in my town, two of them are disgusting and out of the question and the third is booked by every kid in town, ridiculously expensive, and just boring after the 10th time you've been there for a party. There is no walmart, target, party city, etc ... So, even though my child's party isn't until February, I have to start planning now. First, I need to find a venue that is not already booked! Second, I need to know exactly what I've got to buy while I'm in the states over Christmas to bring back with me! So, my tentative theme is a pirate/princess party. I chose a double theme if you will because Audrey's school requires that if you invite one child in the class you invite them all, meaning no all girl parties! I think it's a stupid rule, but what can I do? Plus most of my friends have boys for some reason, we only have one other little girl in our playgroup, the rest are boys! So I'm looking at about 30-40 kids total plus both parents (in cyprus you don't just invite the kid you invite the whole family including brothers and sisters)! I was thinking about having the kids come dressed as princesses and pirates but I don't want people to not come because they don't have a costume, so maybe i'll just make princess crowns, and find some pirate hats while i'm in the states for the kids to wear instaed of the traditional birthday cone hat. What do you think? I was also trying to think about what to put inside a pinata? I don't want any candy or anything bad for the kids, so I thought about stickers/tattoos, crayons but what else could I put in there? I was also trying to come up with games and entertainment. So far I've got a treasure hunt, where they can find their "goodie bags" and the pinata (I'm thinking a pull string since they are so young). I think I need at least one other game if not two. Or I could get a facepainter and clown/magician ...The age range will be mostly between 3 and 4. What you y'all think? What should I do? Should I pick a different theme?