Chuck E Cheese does allow you to bring in your own birthday cake
We usually don't do a big party, but invite 1-3 close friends and do something fun. Aiden will get that next year as he was due one this year and we couldn't swing it.
Bowling alleys really can be fun for 8 yo - they're still using the gutter guards, and if you only have a few friends, they cycle through pretty quickly. All of our friends' kids love it still.
Some place that has an indoor pool park would be great fun in the cold months.
If you have a place that does indoor laser tag/video arcade/bowling, etc. With only one or two friends, it's not hugely expensive. I know I used coupons and stuff and got away with around $50 for 4 kids to do everything.