On my twins' 4th birthday, we hosted a skating and sliding party in our hilly backyard for 7 boys.
A few weeks in advance, we built a small ice rink on a flat area. We got kid-sized hockey sticks, pucks, and small soccer nets to use for a game of pick-up hockey. The kids brought their own skates and those without skates were content to play boot hockey. Using a "snow-mold", the kids built a mold of a hockey goalie and used paint in spray bottles to decorate it. (Snow molds are available at toys stores and some sporting goods stores.) We let the kids "race" down the hills on sleds by timing each individual run and then declaring a winner! The parents helped keep the activity fun and safe. When everyone was sufficiently wet and tired, kids and parents alike came inside to warm up with pizza, cake and ice cream. It was great!