I threw a surprise Hen Do at my house (on a budget ) for a friend a few years back. It was a Katie Price theme - so everyone came to my house dressed as KP. It was a huge hit! My house was decorated in pink pink pink - looked like a 'ooker's boudoir ! All the drink was pink (pink cava, pink alcopops etc) all packed with ice in to a new pink wheelbarrow (which ended up coming with us next door the farmers hot tub....oops!). There were pink feather boas, pink balloons, pink sparkly things EVERYwhere. If that wasn't bad enough we had some Wii game on (Barbie riding thing) which, for some reason - our trainer who also attended and was the only sober one - failed to be able to make the horse go! LOL
I printed off some photos of my friend on her horse, and KP as well - and superimposed eachother's faces on to the opposite pictures and hung them round the house.
It was totally cheesy, but it was probably one of the best parties I've ever held, or even been to and pretty much everyone else said the same. It was ....interesting!
Someone on here recommended the Knights of Middle England recently, I went to have a look at their website and it looks awesome fun! They do stag and hen days with a themed evening do as well.
I went to the Beaufort Polo Day, it was a really good day as there was also a fair there so we could watch horses AND shop!!! It was local to me so very handy. We hired a gazebo... good job really as the heavens opened but we sipped champers in the dry!
How about the Devils Horsemen?
Possibly not too far fom you,depending where in Berks you are travelling from. It is also quite near Milton Keynes so could be tied in with hotel and possibly shopping,clubbing or theatre trip if you wanted to : http://www.thedevilshorsemen.com/pages/hennight.htm
Another vote for the races here. You have lots of options then.
Depending on budget you could go to some of the big meetings like Royal Ascot but please be aware that your local course will probably hold some "ladies days/nights" which are really well run!
Don't forget about your local point to points too as they are a grand day out and you get to be a bit closer to the action so to speak