The excitement of the hen party depends of the original attractions, dress code and surprises. In order to make entire hen weekend so exiting, just try organizing it abroad.
The main reason why anyone should travel abroad is the price of the party. If you think of SPA weekend, you should go to Lithuania (Baltic states) where SPA procedures are really cheap but high quality. For example 2 days of the procedures (6 different procedures included, except massage) with food and bed costs 100 pounds. These procedures are done in a small town of Lithuania Druskininkai, not in capital Vilnius, where prices are 2-3 times higher. The small town has some more advantages as you can rent a beautiful village house for a party with sauna for 15 pounds per person. That is not expensive at all.
If you want to have some long parties with cocktails and sea, you should definitely go to Spanish islands Tenerife or Ibiza where parties never ends. That would be more expensive than calm Lithuania. But there is no price for beach, wind and sunny days spent in shezlong by the Mediterranean sea.
If you want to have some crazy parties, you should go to Amsterdam, the Netherlands. This city never sleeps, the best DJs of the world are Dutch. Also you will be able to pretend real whores in red light district which is the biggest in Holland. This hen party will be remembered forever.
If you would like to see some historical artifacts and wear some Roman style togas like Matronas wore 2000 years ago, you should definitely visit Italy. Matrona was a noble and respectable woman in the Roman Empire. Sometimes, Matronas had a very strong influence to their politician husbands, therefore women reigned Roman Empire so to say. Italy is not only ruins of Roman buildings, but also sea, pasta and nice men who can be hanged-up in local bars and night clubs.
If you are worried about the price of the flight, please don't. The party is only for weekend, so you can pack your luggage to 10 kilo bags and take them as hand baggage into cheap airline planes. The cost of round trip to Vilnius, Amsterdam, Rome or any other European capital is only 100 pounds. If you do not have any ideas about the hen party theme and do not need to take appropriate dress, you can go to the airport and decide where to fly there. The idea of such party can be 'The bride must leave the country' or 'Bride's emigration'. There are no big chance to meed the groom next day who will jealously ask about the party.
Some advice. Please take laptop or smartphone with Wi-Fi with you. Just in case you will need to find some information about the local bars and activities. Also please take as much photo and video cameras as you can, because every step should be shot or filmed. You are on vacation, ladies! Have a good and Meaningful hen party!