The parks have reached capacity in the past, but that normally only happens in the height of the holiday season (the week between Xmas and NY) or for special events. It think it's unlikely that the park will reach a capacity closure this weekend, even though HalloweenTime is very popular. Halloween Screams with fireworks is a very good show and quite popular, so be sure to arrive early enough to get a good spot where you can see the castle (the orb appears on the Frontierland-side of the castle, so be sure you can see that half of the castle).
In terms of parking lots, personally, I would just go to whichever one traffic is being direct to from the direction you're coming. Any of the lots have their pros/cons, so I'd just go with whichever is easiest to access when you get there.