A friend of mine takes her daughter to Choo Choo Bob's in/near Woodbury all the time. I think it is a hobby shop that has a big room for trains etc. She also talks about Izzy's ice cream shoppe very close to that. I wonder if either do birthdays!?!?
Just past Forest Lake is a newer (5 years old or so) bowling alley and arcade...Stars and Strikes. It may have a Wyoming address.
How many kids are you planning to invite?? How soon is the party and does it need to be indoors? (I'm guessing yes unless it is a summer birthday!!! --- I do NOT miss that weather!)