The only parks that I've done around Halloween are Legoland Windsor, Thorpe Park, Chessington World of Adventures, Thorpe Park, Walibi Belguim, Bellewaerde, Plopsaland and Bobbejaanland.
Out of all of them, I'd have to say Thorpe Park, what with the mazes and other stuff they have going on. The othe rparks just placed a few pumpkins about and pumped out some spooky music...oh and the odd smoke machine.
I'd love to hit a US park during Halloween, particularly Universal Studios Hollywood...judging by the number of press releases I've had about it already, it must be amazing!