Oh man Halloween played a huge role in my childhood back when I was living in the States. Trick or treating was pure awesomeness.
I remember that I had two primary costumes that I used to wear:
When I was smaller I used to wear a costume of the Magna Defender from Power Rangers: Lost Galaxy. That thing was awesome
After I grew out of that I wore a Ninja costume, and carried homemade weapons made mostly from cardboard.
Now that I've moved back to Taiwan, I don't celebrate it anymore, but the memories were great.
EDIT: Another thing I remember is that at least 30% of the other kids would wear Ghostface costumes from the movie
Scream. It always freaked me out when I came across a variation that pumped red water/blood into the mask.