not sure when the party is - but my daughters bday is end of october and i am always looking for things that aren't candy so i totally understand -here are some things that i have done that have gone over well:
1. wendys and mcdonalds BOTH sell coupon books for $1 each that are good for like 10 small frostys or fries - thats a big hit with even my nephew in hs
2. right now bjs/giant everywhere really has mini playdoh containers in bulk - they are great too
3. "make and take" - basically find a cheap craft/crafts then set up a table where they can make them and take them home - it occupys time and creates its own favor
4. another thing i did one year - now i work at Childrens place so this was slightly cheaper for me - but if you go to outlets and/or look around you can find something similar - i got sunglasses for each child - this tme of year you could find tshirts cheap; or halloween stuff is going onsale; or somethhing like that
thats all i can think of right now -