Do you want fun or scary?
For fun, go to PI. They always have a big party and costume contest on Halloween night. You don't have to wear a costume but it's fun to join the festivities.
The Resorts often have some sort of Halloween themed activities but those are often geared towards the kids.
For scary, you can't beat Universal's HHN.
Get your tickets in advance though, especially for Halloween night. The surrounding CityWalk area gets into the theme too with special parties going on all night.
PS - I might be joining you on 10/26. I arrive that day and have been thinking about going to
MNSSHP.