I'm pretty attached to traditional pumpkin jack-'o'-lanterns, but they are admittedly hard for young kids to carve themselves. Kate makes luminarias instead:
I hate the whole "rotting pumpkin" thing that happens after the holiday — so I make mine out of paper bags.
Get a classic "lunch sized" paper bag (or larger, but it's hard to find them without printing) and cut a "face" into it, pretty high up. Securely tape wax or parchment paper to the inside of the bag where the design is. Fill the bottom of the bag with sand, and put a tea-light in the sand.
Poof! Re-usable, recyclable lights in any design you choose. (Also, the sand will put them out if they fall over. Make sure you have enough sand to keep them from blowing over and that your bag is big enough to not catch on fire just from being too close to the candle.)
More: Easy Halloween tips