You know, I don't. 4 kids, no relatives around...I just feel bad having big parties their friends feel obligated to attend.
So, once in their early teen years I throw a HUGE surprise birthday party, a secret from even their siblings and father unti the very last minute! And it's usually a secret to the kids attending as well!
Other than that, we sometimes (for my under 10 year olds) just impromptu have friends over for cup cakes. The above 10, we either have a sleepover with a few friends or take two friends out to do something fun, bowling, movie, mini golf...
Our kids get to pick their own birthday dinner and cake....and we even let them shop for most of their own gifts!
Works for us!