We did the Haunted Hayride in 2003 (they didn't have them last year due to the hurricanes). It was a lot of fun and we will definately do it again this year. $15.00 (for adults) is stretching it a bit in terms of value but it's a very popular, unique activity.
Basically, you start out from near Pioneer Hall and they take you out in the woods (towards the old swamp trail and Marshmallow Marsh areas -sigh-). I don't want to ruin it so I'll just say that there is a storyteller on board who recounts the tale of The Headless Horseman and along the way that's exactly who you see!
It's a definate must see at least once!