There is an excellent parade (similar to Universals Mardi Gras parade) called the Festival of the Dead Parade. The theming changes a bit each year, last year was based on killer toys. The parade seems to usually have 8-10 floats and tons of performers throwing beads, coins, and candy. The parade runs several times throughout the night, in fact last year it ran so much it almost seemed as though it was continous. Also be sure not to miss the Bill and Ted's Show. Many first timers skip it, thinking it sounds stupid, but this show cannot be beat!! It features excellent parodys of the years popular music and movies.
Jim