Weekly themes are usually a hit with kids. Here are some that I have done:

-Around the World
-Mud Pies (http://corduroysbutton.wordpress.com/2011/11/16/jua-boo-the-monster/)
-Hollywood (http://corduroysbutton.wordpress.com/2011/11/07/club-hollywood-camp/) including Amazing Race and Survivor Games.
-Mystery Day/Mystery Camp
-Under the Sea
-Animal Adventures
-"Imagine That" and "Discover This" (Art and Sciences)
-Controlled Chaos (very very messy games)
-Magic
-Alternate Reality (harry potter, star wars, jurassic park, etc)
-Space Camp