I don't know when they start putting up the decorations but I do know that back in 2003 our family went and it was by FAR the BEST time to go...we were there Oct. 30-Nov5 and the Mickey's Halloween Party and other parades for Halloween were absolutely wonderful!!!
The first MNSSHP is on Sept. 14th -- so I would imagine they'd already have decorations up for that. If you go, just make sure you don't wear costumes that will be too hot as it's still really warm and muggy.