stag party

for men only, a stag party can mean simply a gathering of men unaccompanied by women (perhaps a parallel for "hen party") or it can mean a raunchy party where prostitutes perform, pornographic movies are shown, or other socially questionable behavior occurs. If you mean the party for a man about to be married (which can be either of the above), you could also use pre-wedding/bachelor party. "Going stag" (that is, attending a party or event without a partner) used to be applied only to men; women also use it now.