I was there on the 18th too.
The only special thing I saw on sale except for t-shirt(which of course I got) was a very nice plastic halloween pumpkin with a handle to use for trick or treating.
The 8:30 parade went the same way as the 10:30. Fireworks were at 9:15 and followed directly by the Cinderella surprise show on the castle stage. After the show all the characters came out into the crowd. I watched the parade in frontier land since I forgot the time and didn't get lined up til 8:45(still got a good view though). It didn't get there until maybe 8:55 or so, then walked to the castle watched the fireworks and the witch flying, then the show. The fireworks would be easier to see in fantasyland, but then you would miss the witch flying and the cinderella show. The cinderella show was put on several times that night though.
They also had a special liberty cruise. They had characters, the band from the saloon show(can't think of it's name) and treats on board. I was on there 20 minutes and it never left the dock so I left and I can't give more details then that.
One hint, the lines for pictures vary by location and time so don't wait if the line is long, you will eventually find a short one(I waited 5 minutes). The picture is free and they want to give a family only one, but I saw lots of families breaking into groups, kids then adults etc, without any trouble.
I agree with CulterP, the headless horseman is really cool. I missed it at the 8:30 parade as it goes through frontier land AT 8:30, but went back to the second parade to see it.