paintball?
laser force?
bowling (i did it with DH at Crown in Melb for his 40th and it was loads of fun! and adult bowling alley with drinks and a nice atmosphere!)
day/afternoon scrapbooking (if you know people who have that stuff - I did it for a friends hens night and it was lots of fun too! with pizza's and photos with the "hen" (birthday girl in your case!) and a fav recipe to share.
you can also check red balloon - they would have heaps of ideas!!
dolphin watching or fishing...
make up a scavenger hunt and send small groups of girls off to find things on the list - that has been heaps of fun with girls at hens I've been too as well (and other events!) Then come back and laugh about the antics - take lots of pics /footage of everyone doing silly things!
Theatre restaurant - that can be a blast!


hoping I've thought of a couple of other different things to consider - I know they are not girly - but it could be a chance to do something you'd never do any other time!

so.... how about a hot air balloon, or sky diving!! (hmmm....probably ore expensive than that though :-)!)

have fun - whatever you decide!!