My son is also turning 2 in January, I'm 26 and have also been married 4 years! Since I will have a newborn then, I am just keeping it small.
I think it depends on the ages of other children. There will only be a couple kids at ours, all under 4, so we really can't have many games. But since kids love to dance, I'm going to play some fun music for them. If you are having a lot of children, there are some great websites that have game ideas. Too bad for winter birthdays, most ideas are for outdoors! But some can be changed.
Just pick a theme, and tie your decorations and games around it. For example if your theme is monkeys, do pin the bananna/tail on the monkey instead of donkey.
Let me know what you come up with, I'm still trying to think of a theme as well! Maybe we can go in together on decorations or something.