How about a scavanger hunt? Instead of telling them exactly what they are looking for, you give them a riddle that they have to solve to know what the item is.
I did one one time that was 10 clues. Each clue led them to the spot where the next clue was hidden. The last clue led them to where the 'party' was. it was a lot of work making up the clues but it was a lot of fun. We staggered their leaving by 10 minutes. They had to bring a flashlight, a phonebook, a city map.