If you are having a girls night near a holiday, you can have a cookie cook off. First, each attendee can bake her favorite cookies at home, and then bring a plate of the cookies to the party.
As a group, you can have a taste-test contest to decide who has the absolute best cookie recipe.
Decide on some sort of prize for the winner ahead of time. Some women can get pretty wild with this game, so be careful if alcohol is involved.
The game tends to be played with one person saying "I never" and following it with a statement.
For example, "I never speed on the freeway on the way to work." Everyone who done what the statement mentions, must take a drink.