HI! I would suggest ebay as a first port of call as even when you factor in delivery charges this may work out cheaper than buying swiss :)

I can't of a specific party shop, but it depends a bit what you're looking for. Hats and costumes? I can recommend Etsy.com for handmade stuff that is generally a lot cheaper than elsewhere, even if you include postage. 

It sounds like a fun thing to work on. You may also want to see if you can find a baker who can make a pie in your theme, and games/quizes on the theme.

Not sure about the Rocky Horrow theme; do children know what that is? 

Do you mean costumes or things like paper cups and plates?

Some ideas here: http://www.glocals.com/forums/geneva/where-how-in-geneva/150511.htm

"The Rocky Horror Picture Show" as a theme for a kids' party?! That's interesting...

You could try confettibox.ch

There's a party supplies shop over the border in Ornex: http://www.deguisements.biz/

Thank you all for your replies, much appreciated and will do a follow up.

Theres a partyshop called la Gaite on rue de la Rotisserie... and just up from it there is a stage make up shop. (incase you need the full face paint and blood look)

For Rocky horror stuff... a sex shop would work....