Oh, wow. I had an awesome birthday party for my daughter with a Dora Theme. I put enlarged pictures of the characters throughout the house, and the kids had to find them and bring them to the dining room -- I used them to decorate the room. I put them in really hard places.
Then we played a game -- I'd put a bunch of household stuff in a backpack and they had to reach in and tell what they thought it was. I got the Dora the explorer theme CD and they played musical chairs.
When the kids were eating, I had one of my son's friends play "Swiper" and he "hid" the presents behind a chair in the living room (I'd craftily put them on a sheet for easy moving), and had drawn a map that the kids had to follow to find the presents (ex. "Slippery Slope Falls" was the swingset outside).
I found purple cloth and made backpack goodie bags with the kids' names on them in glitter glue. I think I had more fun planning than the kids did!
I found all sorts of online templates, etc on
http://www.nickjr.com/shows/dora/index.jhtml and
http://coloringpages.nick-magic.com/dora.html
It's been several years, but I seem to recall having trouble isolating just the map -- I had to copy the top part that was in the backpack and "fake it" to the bottom. When I did the map full out, I used a picture from one of her story books to copy from.
Good luck, and have fun!