omg DON'T go to Ageha. Seriously, not recommended.
We tried to go last year, but didn't arrive until around midnight to line up for the free shuttle bus in Shibuya. We didn't get on that bus until 2:30am, and by the time we got to the club, there were so many people lined up that we never made it into the club.... we took the bus back to Shibuya because there was nothing else to do.... It's was terrible!! Of course, if you can catch that bus early, maybe around 9 or 10 pm, you might make it in the club.. but I hear its super crowded anyways.
As far as dressing up goes, on Halloween, most of the people wearing costumes were gaijin, but there were some Japanese dressed up. Shibuya was a good place to be, as its a good nightlife scene in general. If your heart is set on going to a Halloween party, I would suggest checking the paper a week before, and planning to go really really early. Good luck =p