Does anyone know of any puppy parties which are held at there local vets. If yes, where and when.

You will have to register(its free) and tell us where you are. I know my vets do puppy parties, but it might be 300 miles away from you.
Lea :)

most vets invite you to a puppy party when you register your pup with them

Dont you have to take the pup to puppy school and the party is when they graduate?

Puppy School tutors (as in the puppy training and socialisation classes set up by Gwen Bailey) will often have a party at the end of the course, but many people call pre vaccination socialisation opportunities held at a vet's surgery 'puppy parties'.  There are good ones and bad one - the best only allow short controlled play sessions so the pup doesn't lear bad habits, the worst are simple 'free for alls' which result in nervous pups getting worse, and bold pups turning into bullies :(  The best person to ask would be your local vets receptionist - and make sure you go and observe a party before allowing your pup to attend.  Playgroups should be managed, confidence should be encouraged, but no bullying or one on one ;)