Take a cooking class together. There are places that offer a 3 hour class for a relatively inexpensive price. We have taken the class with 12 people before. You get to cook the meal together and then eat it. Fun for all!
Road Rallies are a lot of fun as well. Someone has to put in the time and energy to plan it, but they are so much fun and relatively cheap.
Finally, any party at home planned around a theme is fun. We have dart tournatment, card tournaments, backgammon tournaments.... all with a cheap trophy for the winner and of course the brackets posted on the wall for our competitive natures.