We live on an acreage just outside of town and started doing pony birthday parties last summer. Just thought I'd share with you some of the ideas that have worked well. Each of the party goers receives their own cowboy hat, bandanna and sheriff's badge upon entering the barn. The badges are designed so that their names came be written on them. The kids love them and it works like a nametag for us to call them each by name. They get a pony ride and a hayride. We supply picnic tables for the cake and ice-cream and the gifts. Here's some game ideas that have worded well depending on their age and length of time for the party. We play musical "buckets" instead of musical chairs to give it a horsy-touch. We simply lay a rope out in a large circle and place buckets upside-down for them to sit on. We play country music and pull a bucket into the middle of the circle each time it stops. We award smiley-face stickers to each child as they are eliminated from the game. You can use them like ribbon placings and give blue for first, red for second, yellow third, etc... We have stick horses and cones and barrels for races. We ring a cowbell to start each race and again award stickers -- this time usually a sheriff sticker. They love doing gunny sack races, roping a plastic steer head with a kid-size rope, and having a horse pinata. We also do scavenger hunts for horsy-related items like a brush, comb, bucket, halter, rope, etc... (Many of these things aren't that expensive or can be pictures of these items photo copied and hidden around the yard.)We added some crafty things if the group gets large and they have to take turns on the ponies. Each child gets their photo taken with our digital camera. While they are decorating a brown paper photo frame with sticky foam shapes, markers and glue sticks, one of us prints out the photos. They usually put their name and their ponies name somewhere on the frame. We also make leather/bead keychains with a star-shaped sheriff concho in the middle.  They choose their materials from a bucket, assemble the keychain and usually end up wearing it on their beltloops. It makes a really fun-looking bunch with their cowboy hats, bandannas, badges, western keychains and personal photo from the party. Before the group leaves we take a group photo and mail it out with a thank you and a coupon for their next visit.