I totally support Halloween. I loved dressing up and trick-or-treating around my neighborhood, and then, of course, getting to eat the treats (mostly candy) afterward.
Okay, we all know that candy isn't good for you, but c'mon, once in a while you ought to be able to just have as much as you want, and then in moderation for days afterward. The whole meaning of treat is something you love that you don't get often. Not everything has to always be nutritional - sometimes we (kids) just want to enjoy eating.
And, yeah, there are safety risks, but there are ways to guard against them. Better to take precautions than to totally forego the fun.
As for the ghoulish theme of Halloween, if you object, then don't participate, or focus on the harvest aspect of it and decorate with pumpkins rather than jack-o-lanterns, and let your kids dress up as princesses and puppy dogs rather than witches and ghosts. Let them trick-or-treat at only known friends' houses or have a party with popcorn and apple cider.