We have gone to the event at Bethany First Church of the Nazarene. We do not attend church there, but they have a nice event for everyone. Last year they had a moonbounce, face painting, games, other events and of course candy :-). I do not know which night they are doing it this year, but I believe it is the weekend before Halloween and they are listed in the phone book and I'm sure they would love to tell you about the event.
Also, we did haunt the zoo last year and it was very nice, but also very crowded and crazy especially if you have more than one child.