Well you can't beat a good game of pub golf for a hen night if your after getting completely bladdered as you say I found a brilliant site here detailing all the rules
http://hubpages.com/hub/How-to-Play-Pub-Golf and it even has a downloadable score card. Obviously you could substitute the golf attire for something more hen party related Ann Summers are great for this they have actual hen party packs with sash's and badges and things like that.
It might make it more interesting if you went to places with cocktails as well as they are so much stronger best places are slug and lettuce if you have one near you because they have happy hour until 8 or 9 i think and the pitchers are really cheap, also old orleans restaurants have great cocktails and not to mention TGI fridays.
Hope this helps a bit!!!
OOOOPS
I so miss read what you had said my bad. Scrap all that lol
Right up market and classy a spa day would be brilliant but could prove to be quite expensive. One thing that could be a possibility is if you all got dressed up and went to a casino you wouldn't necessarily have to spend lots of money you could just soak up the atmosphere. Drink some champagne or cocktails pretend to be incredibly rich and sophisticated women. You could pool some money together for the bride to be and place a bet on the roulette wheel for her would make a great wedding present if she won some cash. There is a huge casino in Leicester square which might be perfect for this!!