Making Birthdays Special for Homebodies?

In the first couple of years, we didn't do much for birthdays besides cake and presents. Now, 3 years is right around the corner. I have old co-workers that have kids similar in age, FB friends but never hung out outside of work. One of them (who lives a very social life) just celebrated their little one's 3rd b-day. They had a big b-day party attended by about 8 kids, all similar in age. I now we're not supposed to compare ourselves to others, but it got me thinking about this coming up b-day and future ones. How can I make Birthday's special for my children without inviting a ton of people? If it was a summer birthday, I could come up with a million different things. But being a February birthday, which is usually when the worst weather hits, I'm kinda at a loss.