We hated going out for NYE - always worried about the impaired drivers!
Indoor picnic - put a big sheet out on the family room or living room floor. You can do picnic type foods or the snacks mentioned below (Super Bowl style). The kids can participate in making things like Chex Mix and so on. I make super-easy appetizers with English muffins: split and toast lightly, then make a paste of shredded cheese (taco, cheddar, or some of each if people have different tastes) and mayo, and spread it on the muffin halves. Quarter the muffins so you get little wedges. Pop under the broiler until puffy and starting to brown. You can make ahead and refrigerate on a baking sheet, then just broil when ready.
Fire in the fireplace.
Buy some New Year's Eve hats or tiaras at the party store, and some noisemakers or other accessories. Take pictures. You can get plastic champagne glasses and serve sparkling cider or sparkling white grape juice.
Scavenger hunt if you have the time/energy to put it together. Just hide things randomly, or write out clues (making them easier for the younger kids). The "prizes" can be the hats and noisemakers you will use closer to midnight.
Put on the TV at about 11:45 and watch the ball drop.
Do some crafts or make decorations - paper chains, decorate a photocopied symbol on card stock (the number 2017, champagne glass, Baby New Year, whatever) and so on. Buy craft stuff like feathers, googly eyes, pompoms, sequins in different shapes, whatever is cheap and on sale).
Make resolutions, predictions or wishes for the new year, and put them in a jar or shoebox. Put those on a closet shelf and put a note on your calendar to remind you where it is, and drag it out next year to see what came true, who followed through, etc.