Location can be anywhere where with this theme. Look into cool Science museums in the area where the kids are free to dress up and play a lot of states have these types of children's museums and they love birthday parties ! Of Course home inside or out is another great space where you can decorate yourself and the party ends when you say so .
Once the party location and date are set then time to shop for invites. Here are two great options a Printed version that comes printed and assembled for you by TooCuteInvites .They are bright and have your superhero flying right above ! The second option are a Print your own invite by BardDesigns where you get a digital file and have it printed at any Staples, OfficeMax , Walgreens etc. These have your city scape and 2 great super heroes ready to save the city ! Both great options and I am sure both can make matching Party accessories as well for you .