Lumio lamp, $125
Forget about bog-standard helium balloons. These days, you need something with a bit more wow-factor. Like the Iloom balloons, which each contain a miniature LED light. All you do is pull the tab to activate the light, and then blow the balloon up as normal. The balloon will glow for about 15 hours, giving you plenty of time to set up your party and probably clear up the aftermath all to a gentle warm glow from your party decorations. You can even use them with helium.