I have been there for Halloween week the last two years and totally love MNSSHP! Both years I have done two parties. I travel solo so the budget and touring are more flexible. I don't dress up but I do trick-or-treat and will get some character autographs.
One thing nobody has mentioned is the Villains Mix & Mingle show in front of the castle. All the great ones are in the show then they come down and sign autographs for about 10-15 minutes immediately after each show.
The fireworks and the parade are my favorites. The music from both is more villain centric, but not really scary either. The music for the fireworks always has me practically jumping up and down.
Here is a link to my photos on Flickr:
http://flic.kr/s/aHsjMSDyer. There are tons of pics of the party, parade and pics with Jack Skellington and Sally from Nightmare Before Christmas. Last year was their first time at MNSSHP.
You will love the party!