Sea World does a "trick or treat" path with characters and treat stations. It's included with your day ticket, but keep in mind, the park doesn't stay open late in October.
Universal does an adult-only event, "Halloween Horror Nights." Check out the Universal board for tons of info. It's a separate ticket event, starting around 6:00 p.m. If you don't have kids, the best Halloween event in Orlando, if not the country, but definitely not for preteens.
[There have been rumors Universal might also do a more kid-friendly separate ticket event involving Harry Potter for Halloween once that area opens, but nothing has been confirmed about that yet, and they may wait for the hoopla to die down first.]
Downtown Disney does trick-or-treating at most of the stores (be warned it gets busy). I believe the local outlet malls do as well.