Just don't hand out whips as party favors, LOL. I like the clothes idea...maybe just child-sized fedoras for all, if you can find them.
A good old fashioned scavenger hunt would be a good place to start--maybe some digging through the sand type things? Digging through a pile of rubber snakes (makes my skin crawl just thinking about it)? Maybe hiding something in a single cup amongst other cups (thinking Last Crusade...)?