As I mentioned last year, I know that many Orthodox Christians do celebrate Halloween and many don't. I, personally, see nothing counter-cultural in simply abstaining from Halloween celebrations, but think that doing our best to transform our celebration of Halloween into something holy is the most Christian thing we can do. In addition to last year's suggestions, here are some activities to enjoy with your children:
Dress Up--Next to the candy, this is the most fun part of Halloween, is it not? My advice is to just avoid any dark-themed costumes like vampires, devils and the like.
Pumpkin Carving--I liked Elizabeth and Michelle's idea from last year: carve crosses into your pumpkins. For little children, let them paint the pumpkins. Sure, it's messy but a lot less risky!
Games/crafts--Apple Bobbing, blindfolded 'feely' box (great idea, Elizabeth!), pin the tail on the donkey or some other variation (pin the face on the pumpkin--everyone can be a winner with this one), make popcorn balls, etc. The Crafty Crow has a large selection of Halloween crafts to do (I particularly like the different pumpkin themed crafts).
Trick or Treating--Whether you choose to do this probably depends on your neighborhood and how 'thoroughly' your neighbors get into their decor. We avoid scary homes, but do allow our children to trick or treat. If you choose not to trick or treat, I would suggest doing a variation of an easter egg hunt in your house but hide candy bags instead. Another option would be to give each child some clues and they have to use the clues to figure out where their candy is hidden (this might be helpful in making sure candy is evenly distributed).
Feasting--Feast on caramel apples, hot apple cider, popcorn balls, and other autumn-y treats!
Prayer--Most important of all, say special prayers with your family. I suggest singing 'Christ is risen from the dead' and to say prayers for the departed and light candles for loved ones who have passed from this life.
Happy, holy Halloween!