Arrive early. Normally 10pm is early, but you're going to be parking a mile away by that time. Two miles if you don't make it til 11pm. I'm packing dinner this year so I don't have to pay for two meals since I plan to get there, oh, around 6pm.In case you're wondering, it's always the Saturday before Halloween, and that's been true even in 2009 when Halloween actually fell on a Saturday.
Dress to impress. Showing up without a costume is like not reciprocating oral. Are we clear?
Wear comfortable shoes. Seriously. Like I said, it's worth it, but I would rather do without the blisters I inevitably get every year. If you can wear your favorite, most comfortable footwear as part of your costume, do it.
Leave your drama at home. In five (update: ten~) years of total immersion in the Oak Lawn Halloween experience, I've never seen a single fight or any drama. People go there to see and to be seen. (And maybe go home with somebody. It's all good.) I'm used to New Orleans where you get three people together with alcohol, and if any of them are from out of town (particularly from the mid-west), there's a fight. None of that here.
Bring cash. You're going to need to eat. And drink. Yeah, priorities.
Keep props to a minimum. If you're toting a camera (and, really, why wouldn't you?), you'll need your hands free. Unless a prop is an essential element of the costume/character, it's going to get tedious lugging it around all night. Leave it at home with your drama.
Take pictures. I bring the experience home with me on my camera and caption the fuck out of those images for weeks afterward. Just to make sure I don't miss out, I bring a back-up camera and extra batteries "just in case." I know where the best spots are for great, fast shots (i.e., well-lit, less crowded areas, particularly in the side streets where my auto-focus doesn't require preliminary flashes).
Go the distance. Plan to stay all night. Don't go for just a couple hours. It takes that long just to find a parking space and then find your way back to it. If you're going to bail after you're barely there, then just don't show at all. Stay home. I'm sure VH1 is showing Rocky Horror or something for the gazillionth time.