Oh there are loads of things that you can do. For mine, I had about 10 girlfriends (mostly the wedding party, plus a few), get together at my parents house. And we hired a bellydancer to come out and give us lessons. I think it was really fun and I think everyone enjoyed themselves. And you can't forget the chocolate martinis.
I have also heard of people doing that, but with stripper lessons. It's gotta be fun.
Others that I have been on were more low-key, like just dinner out with all the girls.
Or, rent a bus and fill it with as many people as possible and go out and get rowdy drunk.
It all depends on what you like to do. Some other things that I considered (cuz I DID NOT want to dress up with a sash and tiara!) were pottery lessons, were each person would decorate a dish to make up my "china". And I forget what the other one was, but something similar and low-key.