Here are some ideas:
Throw a Pleasure Party! Contact a consultant and have her show you guys her "special" products and you guys can play some silly games that will no one will ever forget!
Rent a club house or just have a nice night at home. Play some music, silly games, eat and have non alcho drinks! You could hire a male dancer?
Treat your self and have a nice girls night out dinner where all the ladies get dressed up and you guys go to a real fancy restuarant. (Maybe at a Hyatt, or a place where there are courses)
In leiu of the typical bachelorette party have a lingerie shower