Huh. I don't listen to any party anthems, but until now I wasn't even aware there were anti-party anthems.
Ozzy's Suicide Solution and Demon Alcohol are both anti-drinking songs, do those count? The country song Sonora's Death Row originally by The Moonlighters(but more notably covered by Robert Earl Keen, Tom Russell, and Michael Martin Murphy) could be considered an anti-drinking/party song. Lynyrd Skynyrd's That Smell is anti-drug, as are Savatage's White Witch and Tonight He Grins Again...