Las Vegas. I took my daughter there last year for her birthday. You can contact club hosts at the hottest night spots ahead of time and get them on the VIP lists. Just takes a little homework.
There is so much to do there, that everyone can have a good time.
Our favorite vacations is either a cruise or disney world. I've been on 4 cruises and 3 trips to disneyworld. The great thing about cruises is that everybody has the cruise that they want. Party, relax, whatever.
My first family vacation was at myrtle beach, SC. Its a good place for family time, lots fo things to do, and most of all the crowd isnt as rough. and turnig 21 theres lots of places for that age group to aquire there
If you can afford it, Disney World. It's a place all ages have fun and you get a party. Have been there once and Disneyland numerous times. If it's a lower budget, then it would depend on what state you live in or how far you can travel. Each state has a lot to offer and it would depend on the date of the 21st birthday, of course. Type in "good places to vacation in the U.S.A." in Google and go through some of the sites listed for some good ideas.