Absolutely! As long as you're not cutting the heads off live chickens and engaging in some Satanical worship, having fun on Halloween shouldn't be considered sinful. Lighten up and let yourself have fun.
Most people get a kick out of dressing up, pretending to be someone else for awhile, and enjoying a bit of spooky fun.
Halloween celebrations can be as wholesome or risque as you would like them to be. The choice is yours. And you needn't set your faith and principles aside to enjoy yourself.