For MNSSHP, just a word of warning since your children are so young, my kids were afraid of the parade b/c all the villians and the headless horseman that runs before the parade starts. We usually just stay away from the parade and my kids are ok. Also if you decide for costumes, it's still usually warm in October so I'd consider not picking any costumes that are too heavy in material. Yep, adults dress up too. And they start letting you in around 4pm, we take advantage of this and makes us feel like we're getting a little extra time for our money.
Downtown Disney has weekend dates for trick-or-treating so check out the calendar on that. They have a dance party and I can't remember what else, but my kids loved it, even my 1 year old seemed to really enjoy it.
We love going to Food and Wine festival in October and trying the different foods, even the kids. My daughter ate sushi for the first time last year. It's amazing what kids will do at Disney...lol!
If you're there on halloween day and staying on property the resorts usually have stuff going on. POFQ had contest by the pool and gave out candy on halloween day.