+1 for this, for a friends wedding they had a joint stag and hen day paintballing, then we all went out for seperate dinners. It meant we all got to know eachother really well and had things to chat about at the wedding (like how our injuries from paintball were healing). It really made the wedding awesome, best one I've ever been at
We thought about doing something like this but there were a few couples who were invited who had kids so it had to be separate weekends. 'It'd be a waste of a babysitting favour if we couldn't even spend the evening together' or so I was told. :-(
OP, just be blunt and say you can't afford it. Anyone who queries that is just being a spoilt brat.
My friend wanted to go abroad for a week for her hen party a few years ago. I was a bridesmaid at her wedding so she broached it with me and the other bridesmaids first. I had just finished my degree at the time and was broke and knew that the wedding itself would clean me out sufficiently. So when she brought it up, I said straight out "I won't be able to afford that" and she accepted it with good grace as she wasn't a bridezilla.
Personally I associate drunken groups of girls at nightclubs with hens and that's the typical hens that I cannot stand. Hate clubbing and the tacky clothing they all wear, much rather a chilled out weekend with my friends...
Went surfing a few weeks ago as part of a hen, and that was lots of fun. The stag my OH went on a few months back was also surfing, so it's not all boring organised fun for girls and drinking themselves silly only for guys...
It just depends on the bride or groom really.