This will protect them from increased foot and car traffic in poor visibility, and will prevent them from becoming targets of pranksters. Secure them in a room, if needed, to keep them from getting out when the door is opened for trick-or-treaters.
2. Keep them away from the Halloween goodies.
The foil wrappers are shiny and crinkly temptations for kitties, but can be hazardous if swallowed, and chocolate is toxic to cats (and dogs). Give them some nice catnip instead, so they don't feel left out of the festivities. (Skip the costumes, though.)
3. Watch those flames!
If you have candles as part of your Halloween decor, keep the cats clear of them. The end of a cat's tail can easily snake its way into the eye of a pumpkin's Halloween face.
Feel free to add your own tips in the comments.