It's never too early to plan your Halloween costume. Some folks like to keep it simple. With these hats, you probably won't even need the rest of the costume to draw attention. Bonus: these are all homemade, and they come with instructions for making your own.
Check out this Chicken Viking Hat that Vicki at Knitorious made! This one may actually work better for Thanksgiving than for Halloween, but it's a conversation-starter whenever you wear it. Here are complete knitting instructions for a child size hat and an adult-sized hat. Update: Vicki made the sweater, and her friend made the hat for her. They call it the Cold Turkey hat, as they both quit smoking!
More hats, more instructions, after the jump.
If you are worried about aliens trying to take over your mind with radio signals or whatever they use these days, you can construct your own Aluminum Foil Defector Beanie (tinfoil hat).
It can't be stressed enough how important it is to have the shiny side pointing out. This is needed because the shiny side is most reflective to psychotronic radiation, while the dull side can actually, in certain environmental conditions, absorb it. However, as is illustrated in the instructions above, it is also wise to complement this with a layer of foil pointing shiny side in. This will keep your brain waves, which are also reflected by the shiny side, from being picked up by mind-reading equipment.
Just in case nothing else you see here is at all useful or practical, here's down-to-earth instructions for making your child a witch's hat for her Halloween costume.