We carve pumpkins (one for each person), dress up, and trick-or-treat at near-by houses and relative's houses. In the past few years, the older people in my family (my sisters, cousins, and all of our husbands/boyfriends) will go to this fantastic haunted house called Phantom Farm, in my hometown. Obviously, it's not an appropriate tradition for the wee ones just yet. :P
My grandfather has a great tradition, that he's been doing for years and years. He sets up The Great Pumpkin on his front porch (just a regular carved pumpkin) with a speaker in it, and will talk through a microphone from behind the window. He'll comment on all the trick-or-treater's costumes, ask them if they're being good, and tell them to do their tricks before he'll give them a treat. When I was really young, I actually beleived that the pumpkin was real (depite the fact that it coincidentally had the same voice as my grandfather). I even remember asking my parents if we could go to the "talking pumpkin patch" to get a great pumpkin of our own.
I'm hoping to take Brynn there this year, to see The Great Pumpkin. Hopefully my father will carry on this tradition once my grandfather is gone (he's nearing his 90's now.