The park is a lot less crowded for Halloween Parties than the regular day admissions. I know, I used to work as a Park Greeter at the gates of MK. There is usually about 15,000+ people where a usual day is Sept/Oct is 35,000+.
The BTY parade is amazing especially the gravediggers with their shovels! So cool! Also, the special fireworks are perimeter firework which will go off all around the MK. There is candy stations all over to grab some goodies and, if things have not changed, you get a free photo that they will take with a spooky frame around the pic. Frame is like the one's you get for Tower of Terror.
Most of the rides are open but the shows are not unless specified. Costumes are the most fun. Let me tell you, as a CM, that was the best part of the night! Watching all the children and adults in costumes come into the park.
If you are already in the park but are staying for the MNSSHP, you need to go to the front of the park, have the Park Greeter run your tickets and they will give you wristbands for this event.
For entry into the park at 4pm, you should ONLY NEED YOUR MNSSHP TICKET!! Unless things have changed drastically, that is all that you need.
I don't know about any codtume places directly around there or on Disney property other than outfits for little children. I would check around 172 in Kissimmee. There is always
Walmart that you can go to in a jam to pick up a last minute halloween costume. Happy Haunting and see you there!!
