For the past six years I have generally spent New Year's Eve at a party along the beach in Asia, Puerto Viejo, etc.
Great fun, and for a foreigner, certainly affordable. This year I went to BYOB party that was downright cheap at only S/.30 per person (venue, music, soda, service included, only drawback was that the crazy hour kinda sucked since there were no hired entertainers).
In the Lima area I wouldn't think of spending New Year's Eve anywhere else.
Of course you either need to own or rent a beach house, or know someone who does. Since the wealthy people are all spending time at the beaches from Jan-Mar I guess I've always figured that all the expats do as well..? Maybe not.
So for next year, talk to someone with a beach house and see what fiestas are available
That's the place to be.