My hints:
If it calls for rain, take a poncho. It poured last year for our first party. It was only DD(11) and I. Despite the pouring rain (buckets!!) we had a blast. I had paid for the tickets, so we just waited for the rain to let up some, then headed out.
Face makeup doesn't run too much in rain, but does smear when you try to wipe the pouring rain off your face.
If you want
MNSSHP T-shirts (last year's were about $20-$24 I think and were Glow In The Dark), be sure to buy them sooner than later during the night. We waited til closing and they were almost out of my size. The CM had to go in the back to get it and it was the last Adult Large. He did say if they were out, I could take my bracelet the next day and get one. (a hassle since we hadn't plan to be at MK)
DD and I wore home made Glow In The Dark Tshirts. We saw a mix of costumes & regular clothes on adults. We both got face painting. It didn't bother me at the time, I figure I would never do it at home, but there it was fun. I look at the pictures now and just laugh...DID I really do that?

If candy is important to you, bring a bigger bag. The ones they give out are small. (about the size of a paper lunch bag I think)
My other suggestion, and only my opinion: say Thank You for the candy. I couldn't believe how many people just walked up, opened their bag and walked off. No "trick or treat" or even "hi". I personally thought it was rude. Yes, I paid for it, but still seemed kinda rude to not say Thank You. ( IMHO)
Take your Glow Sticks with you. Cheaper than buying them there. One of the neatest things is seeing them glow on the buses afterwards. Michael's craft store has glow in the dark flip flops on clearance. You insert the glow stick into the top straps that go over your feet. Too bad DD and I can't wear cheap flip flops. They would be cool!