M. -
Since it is so close to Halloween, how about getting mini pumpkins and letting them paint/decorate them? Not a game, but a fun activity. Or get bigger pumpkins with stems and some rings and do a ring toss? If you can't get ones with stems you could just get bigger rings that would go around the pumpkin. Instead of having a cake (at least for the kids), you could do cupcakes and do a cake walk (kind of like musical chairs where they walk around in a circle to music but when the music stops, whoever is on a pre-determined stop 'wins'. You could just do it as many times as you want and everyone wins at the end and they each get a cupcake.).
For goodie bags, what about small containers of playdoh? They have them packaged to give away right now for Halloween. The different Target stores often have packages of little pens and pads of paper. My daughter (3) loves to 'write' on those small pads of paper and it isn't a toy that will break in a week. Stickers are usually favorites of most kids as well.
Hope this helps-
J.