If you are looking for something fun and out of the usual party scene for Halloween this year, the Fine Line may be your place. They are having their annual Masquerade Ball with the New Orleans band, the Radiators. The cover is pretty cheap if you buy Fine Line tickets ahead of time (I hear they are more the day of the show).
I have not been to the Fine Line Masquerade Ball. The last 2 years I have went to First Avenue's Halloween Party. I can tell you from experience that is a great time! They have Thriller dancers (which I am sure will be even more popular this year as will the Michael Jackson costumes) and there is a costume contest. Last year the group of guys who dressed up as the Ghost Busters. Not only did they have the backpacks and jumpsuits down to perfection, but they also arrived in an almost exact replica of the station wagon that the Ghostbusters drove around in.
Both Fine Line tickets and First Avenue tickets are on sale for their Halloween celebrations. First Avenue's is 18+ and the Fine Line's is 21+