Definitely see both the parade and firework show they are great, The headless horseman comes out and rides his horse its cool. They also have Trick or treat spots in Mickeys Toontown Fair.
I agree with Doc CW. The parade and the Headless Horseman should not be missed! Get a space early enough so you don't miss the horse thundering by. The candy is fine, but you can get it anywhere. The villians meet and greet is fun and the fireworks are wonderful. I love the special pins you can buy only at the party too. My DD danced with Stitch at Cosmic Rays. Having a costume makes it alot more fun too.