Formal:
* Soirée pyjama: This is the most common and literal translation.
* Soirée de nuit: This means "night party" and can be used for a sleepover.
Informal:
* Pyjama party: This is a very common and informal way to say "slumber party" in French.
* Soirée entre filles/garçons: This means "girls'/boys' night out" and can be used for a slumber party.
Ultimately, the best way to say "slumber party" in French depends on the specific situation and the level of formality you want to use.