This might be really expensive, but I can probably come up with an alternative?
Getting your nails done. If that's too much, how about painting eachother's nails, or go to Rite Aid or Eckerd or someplace like that, and getting fake nails, and just wearing those?
FASHION SHOW.
What if every guest was required to bring an additional few items, besides traditional sleepover luggage? By this, I mean, besides PJs and stuff, bring along swim suits, 'dressier' clothing, etc. Buy a couple disposable cameras, and have an informal fashion show. Get people to bring their own make up. Apply it on eachother. Straigten / style eachother's hair. Something along those lines.
If you're still into giving out goody bags, give out $10 dollar gift cards to the Icing or places like that. If anyone asks you what you want, suggest a gift card to your favourite store.