Mickey's Not So Scary Halloween Party is a hard-ticketed (meaning, not included in park admission) event at Disney's Magic Kingdom held on select nights throughout September and October. It has it's own special fireworks and parade.
There are characters that you wouldn't normally meet, there is a Villains show in front of Cinderella's castle. There is trick or treating! Dressing in costume is highly recommended, and seeing other people's costumes was one of the best parts. I planned on experiencing everything I could this night, but I got super sick due to the switch in weather (for me, flying from Chicago to hot/humid Florida) and the persistent rain. The second parade that I planned on attending was cancelled due to rain so we had to get out of there as well. Despite us missing the best parts (just gives me an excuse to go back again!) we still had a ton of fun. These ticketed events means typically very low waits for rides. Plus, we're still polishing off the candy. (See the vlog here, if interested!)