We haven't tried ice skating as a party idea. It just seems more of a girlie thing to do.
We had a swimming party at the indoor swimming pool for DS's 7th or 8th birthday. One of the boys got hurt going down the water slide. We had to call the parents! They came but weren't worried because he apparently has managed to hurt himself for practically every party he's been to. They got to the pool within 10 minutes and by that stage, he was back up and playing with the others!
I swore I would never do any type of party where the attendees could get hurt. So, the next year, we had the party at home and called in the wild animal man. The parrot bit that kid's finger.