Hi Bobbie,
How fun! The first birthday party is a lot of fun (ok, for the parents... I'm not sure baby really gets what's going on!).
Pinata's are always fun for the older kids. Target and Walmart both have them in the party section. You don't have to put candy in them - we put little things we picked up from the dollar store and the kids thought it was great.
We also had a couple of those big, giant coloring books and some ColorWonders coloring pages, ColorWonder finger paints and then crayons for the regular coloring books. Lots of the kids enjoyed those.
For the rest, we just ate cup cakes and play music and ran around outside!
Oh, my mom's husband brought some airplanes... I'd have to ask where he got them, but they were made out of styrofoam and the kids could put the wings through the body and then just sail them around the yard. Those were a big hit, too.
Have fun. Hope you get lots of good ideas.
P.