I'm gonna come over all British and say you have to wear something actually related to Hallowe'en on Hallowe'en. Like something spooky, undead, linked to the horror genre or in any way creepy.
All Hallow's Eve is supposedly the time when the physical and supernatural worlds have fewer barriers between them, so magical or scary stuff can happen. The celebration has its roots in Paganism and the festival of the dead. The themes at English parties are therefore usually around death, evil, the occult or monsters.
We don't tend to go for dressing up as a superhero or any other random costume on Hallowe'en... because frankly, what is that about?!
Go for a good old-fashioned vampire, ghost, mummy or character from a horror film. Or a style of dress that evokes the creepy genre - maybe a slightly dishevelled burlesque look with loads of gothic make-up, or Victoriana (the latter is always good - so many horror stories seem to feature that period).
For inspiration check the Bloody Mary Show - the latest online comedy horror show hehehehe
www.bloodymaryshow.co.uk/