Trick or Treat
This is relatively easy. All you need to do is visit one of the many inns across Azeroth or Outland. These are the same inns where you set your Hearthstone, so that you can build rest XP during downtime. You simply talk to the innkeep, choose "Trick or Treat!" and get a prize.
Now, granted, you won't get a handful of candy every time. You get a debuff which keeps you from Trick or Treating more than once an hour, and you'll need to let that fade. But this Trick or Treat dynamic is going to be pretty important -- you'll want to collect magic wands during the duration of the event.
Out With It
As you collect candy, there becomes an obvious and inevitable activity to be done with it all. That is to say, as any good 6 year old will tell you, stuff as much as possible in your happy little face, all at once, until you become absolutely sick to your stomach.
The six year old was right, and this achievement proves it. Once you've successfully gathered enough candy, eat it all at once. When your character pukes up all that sugary goodness due to an Upset Tummy, the Out With It achievement is granted.
Bring Me The Head of ... Oh Wait.
This is probably my favorite achievement title of all time. To obtain Bring Me The Head of... Oh Wait, you need to go to the Scarlet Monastery and enter the Graveyard. About halfway through, you'll see a small altar and pumpkin. Interact with the objects there in order to summon the Headless Horseman. The Headless Horseman will appear. Kill him to receive the achievement.
The Headless Horseman fight isn't the most difficult thing ever, although we can't guarantee his loot table has been updated yet. He's basically a tank and spank. Every so often, his head will fly off his body. Kill the head. Then, when the head and body rejoin, kill the body. Repeat until he's dead. The head can be a little difficult to target, though, which probably is the most difficult part of the fight.
Edit: We now know his loot table - you can find information about it in this post.
The Savior of Hallow's End
Every hour, the Headless Horseman will attack one of your faction's starting zones. You get quests from the Orphan Matrons, who beg you to stop him. In order to complete the quest, your goal is to put out the fires -- not to actually kill the Horseman. You'll have an easier time of it if your faction mates lend a hand, so it's best to get this achievement done early, when everyone else is also trying to get it done.
That Sparking Smile
If you dutifully trick or treat every hour, you will eventually be granted a toothpick. In order to get this achievement, use the toothpick. Voila, finished.
Rotten Hallow is a little more difficult, but not amazingly so. It's a little different depending on whether you're Horde or Alliance. You've got to go to the Hillsbrad Foothills, and complete either the Horde or Alliance seasonal quests there. It all revolves around stink bombs (or fresh pine air fresheners), and whether or not the Horde get to burn a wicker man.
I've heard more complaints about G.N.E.R.D. Rage than any other Hallow's End achievement. It mostly revolves around whether you're comfortable hanging out in the battlegrounds for long periods of time. Essentially, one of the types of candies you'll receive in the trick or treat spree are G.N.E.R.D.s. While sporting the buff from this candy, your task will be to kill 50 players of the opposing factions. It's easiest to do this in the BGs, where you can kind of hang back and let the HKs flow in.
Check Your Head
Weighted Jack-o'-Lanterns drop from the Headless Horseman, which means killing him regularly will make your life easier. The good news is that since we're all hanging out in Dalaran nowadays, it'll be easy to scout out all the folks you need.
The ultimate point of Hallow's End is to dress up in costumes. The various wands that let you take on costumes are a gift from trick or treating. You'll need to find other folks who have already gotten their wands, and ask them to hit you with their wands. Once you've gotten all the costumes listed, you're granted The Masquerade achievement.
This is the most difficult Hallow's End achievement, since both the Sinister Squashling and the Hallowed Helm drop from the Horseman. You'll have to kill him often enough to have the items drop and win the roll to get the items.
Tricks and Treats of Azeroth
Easy! Simply hit all the inns included in the sub-achievements. This'll supply you most of the items you need in order to get the other achievements, and might get you a bit closer to Explorer along the way.
Ultimately, the Hallow's End achievements can be alot of work. While they aren't individually too much trouble, they all add up to a couple busy weeks for you. But if you keep it up, you'll utimately become The Hallowed.