Although I am not to marry soon, I will do so one day (reasons irrelevant for the question). The tradition among my friends is to organise stag/bachelor parties for soon-to-be married grooms. However, personally I do not agree with the dominant "macho" culture of such parties in my country (focusing primarily in drunkenness and sexual behaviour).
Although I will let my friends know that I do not want such a party, the tradition is so strong that it is very likely I will be forced to one (perhaps through some form of misleading invitation to e.g. a football match).
Surely attending my own stag party is not the end of the world, but I would like to be consistent with myself and truly avoid it. I am interested in successful examples that you or an acquaintance of you might have used to skip the stag (or hen) party. Being such an ubiquitous thing in the "west", there must be some proven technique for this.
PS: as requested, the context is Latin America.
PS2: I've got several interesting answers, albeit all focusing on "managing" the party, rather than not having one. These are indeed very helpful answers! Out of curiosity, however, I am still interested in experiences of avoiding such party altogether. I may be getting the impression that doing so is never desired.