You're family is going to have so much fun! I went with my parents last year, I dressed up like a gypsy (Young and Old dress up). They give you little trick-or-treat bags upon entering, but they are pretty small but I brought my own. Hit all the candy stations you can, the lines for them move super quick. Parents get candy as well, we ended up with a ton. We didn't hit any of the dance parties.
One tip I would give though, If you're kids are up to it, skip the first parade and hit the rides you want to. Virtually all the rides are walk-on during the parade, it's great. Then after the first parade, most of the families with little kids go home, and you can enjoy your time and catch the second parade, which was said, is much less crowded!
Just enjoy the atmosphere, I love seeing the parks in a new perspective and checking out the rides that I have never been on at night!
Have fun!