I would say, lets do something creepy like a quest that you are trapped in a witch's house and random creepy things will suddenly pop up and scares you. And of course you can kill them with your own weapons. And then it should be a long quest and hard one, and the rewards should maybe be hats/weapons/bodies and maybe you can even do another short quest to get to a secret shop!
Trick or Treating should be included cause its one of the main thing in halloween, right?
And make it more interesting, you can make Ol'West looks scarier by making it a little bit darker and put bats and some other baddies you can kill and maybe get some rewards. I prefer witches that could cast spell on you making you lose 5 hp and they are a little harder to kill.
Also halloween bugs, I prefer black tarantula spiders and maybe Poisonous frogs. Things that might hurt you 1 or 2 hp.