When I was really young, up to age ten or so, I celebrated Halloween just like most normal kids do. My parents would sit out in the car as I went running up to the house of someone we knew or had determined was "safe" and did the "trick-or-treat" thing. But a little later on, in the late 80's and early 90's, the Satanism Scare swept the country (or at least the Bible belt) and *all* the churches suddenly jumped on the bandwagon (who knew churches had trends and competed against each other?).
Suddenly EVERYTHING was Satanic, any music that wasn't Christian music was evil, "Another One Bites the Dust" played backwards said "Start to smoke marijuana" and Judas Priest made people who were otherwise perfectly healthy kill themselves. Along with all that ridiculousness, churches (including ours) started preaching the evils of Halloween. I can't remember all the shit they said, but they somehow traced almost every single custom based around Halloween back to something evil and Satanic, or at least Pagan. And sure, lots of Halloween traditions *are* at least somewhat Pagan in origin, but remember, in the Baptist Church, the words Pagan and Evil are synonymous. Pagans were godless heathens from some vague part of Europe (maybe they were Vikings or something) who sacrificed people by burning them at the stake while dancing naked around the fire, and then they had huge orgies. Every night at 6. It was their Happy Hour. So to trace a Halloween tradition to anything remotely Pagan meant that it must be Satanic.
So, starting around that time, my parents (who bought into the scare completely) suddenly cut us kids off from participating in Halloween. They turned off the porch lights, and even went so far as to turn off the lights in any room with windows to the front of the house, making it look like we weren't home. Because see, they couldn't endorse Halloween by giving candy to any other trick-or-treaters either. They couldn't be accessories to the poor unknowing souls who were inadvertently worshiping Satan by having a little fun, dressing up in costumes and getting candy from the neighborhood homes.
But we ("we" being my brother, my sister, and I) remembered trick-or-treating, we remembered the fun of getting dressed up in costumes, so we sat in the dark in my sister's room, miserable, looking out the windows and watching the other kids trick-or-treating. We couldn't even watch TV because the "Halloween episode" of everything was on. (Wait, I think they let us watch Roseanne.) It sucked.
Apparently enough families experienced that situation that the next year on October 31st, our church offered up the "Festival of Light" (presumably so named to represent standing out in the evil inky black darkness of Halloween night), a nice Christianly churchy alternative to the evils of trick-or-treating. It was just a stupid low-rent deal set up in the church gym with a bunch of carney games with cheesy prizes, many of which coincidentally consisted of candy. Can you put out the candle with a squirt gun at a range of about two meters? Can you throw a dart and pop a balloon on the wall that is made entirely of balloons?
My parents wouldn't even let us dress up or wear any kind of costume to the Festival of Light. After the first year, I refused to go. I'd rather stay home and watch the Wizard of Oz on video, or sit in my room doing nothing. (At least that's what my parents thought - what they didn't know was that I'd found a radio broadcast of the original War of the Worlds - oooooo, scary!!)
Once we got into high school and earned some independence, my parents obviously had a lot less control over us. I immediately jumped right back into Halloween, going to costume parties with friends from school and the whole deal, with only a disapproving and disappointed "You know we don't believe in that, Josh" from my parents. As I've gotten older I've gone to costume parties at clubs on Halloween, and even more recently, gotten dressed up with Tandra's kids and taken them trick-or-treating. Halloween is my second favorite holiday now, and I still think my parents and their church were completely full of crap. The fact that I'm currently an active, practicing Satanist has nothing whatsoever to do with Halloween.