I don't mean just a small party at home with immediate family, but a party where you invite friends and/or extended family.
When my son turned one, we did a big party for him at our community clubhouse, and when he turned two, we did a party at Gymboree (an indoor play place). Now he's turning three, and I'm looking into other venues for a birthday party. I don't know if I want to continue doing a big party every year, but part of me feels like I have to, since all his friends get parties. We probably attend 15 kid birthday parties a year, so everyone expects us to have one as well.