I'm going to paste below the response I gave a couple days ago to someone who had a similar question. As far as your question about special events, my sister and I were in WDW this past Halloween week and had a terrific time. We are, however, full-grown adults, so there may be activities for the kiddies that we overlooked.
Some fun things to do, besides
MNSSHP (a must!), are, indeed at the hotels. We visited several on Halloween, and all of the ones we visited had pumpkin carving contests for the staff set up in the lobby. We were staying at POR, and in the morning as we left for the day, we saw the different pumpkins on displayed. Later that evening, there were ribbons placed on the best ones, leading me to believe that they had some sort of official ceremony at some point during the day. It's fun to go explore the other hotels anyway, and this is just an added something to look for - some of them were truly exquisite and amazingly impressive.
Yes, at the Boardwalk they have a trick-or-treating party that, from what I saw of it, I'd definitely take my children to (if I had any). It ends fairly early (I believe around 8:30 or so), but they set up a lovely festival with music and a costume contest on the green in the center of the boardwalk. There was trick-or-treating and other fun things set up for the party that made for great picture ops...they were just about over by the time we arrived, but we got a kick out of it none the less. Best part? It doesn't cost anything extra!!
You can read below for my take on MNSSHP and crowds, but just as an added note: if you have children, I'd suggest going on a non-sold out night. I'd actually encourage two parties, but if you have to choose, you'll get more out of a night that isn't sold out. Like others have said, the crowds aren't unbearable, but compared to sold out nights, non-sold out nights are empty, with enough candy and rides and fun for everyone to enjoy without getting cranky about waiting or crowds. While I agree with a previous poster that the atmosphere of being in the MK on Halloween is terrific, it may be just as enjoyable for your family to low-key it for an evening and try the resorts instead.
I've also heard (but didn't experience first hand) that there is trick-or-treating at Downtown Disney, and also a Haunted Hayride at Fort Wilderness....or maybe a different hotel? Like I said, though, I didn't partake in either of these. Hope this helps!!
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We were in WDW this past Halloween week and had an absolutely amazing time. We did two MNSSHPs - the first on the day we arrived (Sunday, October 26th) and then the one on Thursday, October 30 (which sold out). Both were a lot of fun, but we definitely got more rides and things done on Sunday night. By the time Thursday came, we pretty much enjoyed watching other people and taking our time to take in the atmosphere. It wasn't unbearable, but compared to the Sunday party, it was packed.
In general, the park crowds were terrific!! We got everything done that we wanted to, without going crazy or waiting in lines that were really long. Between Fast Pass and smart park strategy, we never waited more than, I'd say, 15 minutes. It actually became a rule for us! Especially at MNSSHP, we were able to ride the E-tickets several times. We did Space Mountain more times this trip - without waiting in line - than probably all of our other trips combined....and that's a lot of trips!!!
Incidentally, we also did two days at Universal during the week, and found it to be even less crowded than Disney. We could've easily done all the attractions in both Universal Studios and IOA in one day.
I'd definitely visit WDW during that week again. If I had to choose between MNSSHP dates, I'd probably suggest the earlier the better, but if you don't have that option, going on a sold out night is worth it too.
If you have any other questions about the week or just want more info, please don't hesitate to ask!!