I gave my 5 y.o. daughter a "Winter Wonderland" birthday party because her birthday is in the middle of January.  Lucky for me, I found all sorts of crafty things on clearance sale after Christmas. I stamped note cards with a snowman stamp and colored them in for the invitations. We decorated in light blue, white, pale purple, draping white tulle instead of streamers. I also found snowflake-patterned tableware on sale, various stuffed snowmen for the table, and floating snowflake candles. The windows were covered with snowflakes I cut out of plain white paper. We played "snowball pickup," where the kids--while blindfolded--had to pick up cotton balls strewn across the floor and put them in a bag. We painted the bottoms of the kids' bare feet white and made snowman prints on construction paper, which the kids got to decorate with pom-poms, buttons, etc.  And finally the kids got to play in "snow," also known as shaving cream, on a large sheet of plastic covering the floor. I made a cake using circular cake pans; we ate pigs in a blanket (because pigs need those blankets in cold winter weather); and one of the beverages offered was hot chocolate. The party was a big hit! And another couple of ideas for this theme might include cutting mitten shapes out of felt and supplying the kids with craft glue and ric-rac, buttons, sequins, etc. for decorating (attaching the mittens together with a piece of yarn).  And if you have plenty of space and adult hands to help you might try "ice skating" on a large sheet of plastic covered with shaving cream (kids are barefoot, of course!). Be sure to protect your furniture, though, if it's anywhere near your skating pond! And finally, if you have big, open windows it would be cool to accent them with a snow scene painted using a mixture of tempera paint and dishwashing liquid (I'd include the pale blues and purples along with the white) and add the paper snowflakes at the top!