I hate organising parties too. We've only done 2 birthday parties- just their 1st ones (and DS2s was a last minute put together one). I figure they can maybe have little parties when they are a little older- maybe when they start school. Last year for DS1's 2nd birthday we went to Australia Zoo. This year (only 6 weeks away actually) for his 3rd birthday we might go to the train museum. We told both sets of grandparents what we are doing- so its up to them to organise and pay for themselves and join us if they want. This way there is minimal stress and my boys will have a fun day doing something i know they'll enjoy (as will DH & I).

If you do want to do something like this start to keep an eye out for vouchers- thats what gave us the zoo idea- got a buy one get one free flyer around this time last year.