We did both!
In '02, I got ADR's at the LTT for abut 5:30. My DS, then 4 loved the characters and waitstaff dressed up in Halloween garb. It was busy but fun.
Last year, we booked our trip later, so I couldn't get an early ADR at LTT, so we opted for Casey's while we were waiting for the parade to start. That was OK too, but a little hectic because now I have a 2yo DD .
This year we're going back to LTT. It was cute, and gets you in the mood for the party. Plus the kids want to try it again.