I've experienced three geographical incarnations of Mormonism. First, I'm from San Francisco; then I was a missionary in Texas; and now I live in Utah.
In San Francisco, I had never heard any ideas contrary to celebrating Halloween from anyone. The Church generally sent out signs saying not to wear masks (just for safety's sake, I assume.) I personally had an aversion to genuinely scary movies, but a good happy action horror movie was great. Cross-dressing was frowned upon also. But among the populus, it was a combination of lupercalian carneval and kids scaring each other. Kids were just as scared by the system about razor blades in candy and teenagers who smoked.
In Texas, again, the Mormons were mild. A lot of the locals from other religions, however, were horrified that we had halloween parties. Those were the same locals who yelled at me when I wore a santa claus tie to church. Bible belt.
Now, in Utah, I see another brand. Again, the Mormons are pretty mild. No one cross-dresses, there are basically no witches or devils, but rather a ton of pricesses and superheroes. The adults never have an adult theme. House-of-Horror places are HUGE, and corn mazes are big. My halloween movies have targeted more toward the PG-yet-raunchy horror movies, or the visceral pre-Christmas movies (Gremlins, The Nightmare Before Christmas). Shaun of the Dead (rented at the local edited movie rental store) was one of my favorite movies this year. My wife, baby, and I this year are going this year as Jor-El, Kal-El, and what's her name wife.