Let's see...I believe the Parades were at 8 and 11 last year, Hallo-wishes at 9 or 9:30. This of course (like anything) may change this year.
The headless horseman rides in front of both parades (is it 5 or 10 minutes? someone else must know). He goes very quickly, so be prepared and ready.
Wristbands are available at many locations; if you enter the park after 4PM you'll get one at the gate, otherwise they usually have people stationed around the hub, in Tomorrowland, and sometimes into Fantasyland. You will have no problem finding someone with them (they are easy to spot in their Halloween shirts).
As to candy, I'd highly recommend you do as little trick or treating as possible. The longest lines of every
MNSSHP I've been to over the last couple of years have been for the candy. All it is are CM's standing there handing out bite-sized candy just like you can buy a whole bag of in the grocery store for $2.39. It's the exact same stuff - there is no Disney branding or anything like that. People stand in line for 10-15 minutes to get a few pieces of candy at some points in the evening.
My advice is not to build up the trick or treating aspects with the kids, and just do it when you see a short line (they are all through the park). If they really like candy I'd buy a bag of those little candies before I went to WDW, and bring them in a backpack with me and have them magically appear in the little trick or treat bags they give you while they are on a ride or something...that way they don't feel like they are missing out and don't have to actually miss out on some great ride time.
Other than that, it's just a really fun enviornment to be in. Great lighting effects and decoration around the MK, spooky-but-fun sounds everywhere, and Hallo-wishes is amazing. The parade is also the only MK parade I actually watch any more.
Also, there was a change last year in the pin distribution, if that's something you are interested in. There is a special pin available each night there is a party unique to that date. I think they are $10-12. You used to ask for them at the counters of certain stores throughout the park, but last year you had to get them the Main Street Expo, and the line took about 45 minutes to get through at the end of the night when everyone caught on to where they were. If you are interested in the unique pin, I'd go to get them first if that's how they do it this year.
Good luck! You'll have a great time - it's my favorite thing at the MK.
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