Do you have a ten pin bowling alley nearby? The one by us has a party night on NYE we went once when kids were younger. Not cheap but unlimited bowling, food and DJ spot prizes etc and a bar for the adults it was good fun
Why do you have to "do" something? An evening at home playing daft games and watching comedy films, lots of pizza etc to eat and a wee tipple (non alcoholic) for the young ones.
I saw a daft game online yesterday. It was the kids wearing inflatable reindeer antlers and people,trying to throw inflatable rings onto them. Looked daft but v funny