For my last big b-day, we went to NYC. While it wasn't really "new" to me, I wanted something in driving distance but different than the beach. We told a bunch of friends what we were doing and said that if they'd like to join us, we'd love for them to come. So, quite a few did. It was a blast.
ETA: DH and I would have been fine going w/ just the two of us. But I also enjoy doing these kinds of things w/ friends. We knew 2 friends who were definitely in. The rest were just icing on the cake.
Oh my response would be go out of town - something memorable. My 30th was not and I will always regret that I didn't do something I WANTED to do to remember it.