In past years, upon turning in our Halloween Party tickets and picking up treat bags (these are somewhat small and made of waxy plastic, so you might want to bring an extra bag of your own - have seen LOTS of candy falling out of the bottoms of these!), we've received Cheese-Its crackers, apple slices, and mini carrots as healthy options. As for candy, there were large and mini Tootsie rolls (chocolate and fruit flavored), A&W rootbeer barrels, Dots mini boxes, assorted mini Hershey's chocolates, Ghiradelli chocolate squares, and other misc bulk candy. Some folks are happy with a few treats, others (like my kids) are on a mission to fill at least 2 bags worth of candy; so we hit a few candy stations more than once. That really paid off as we were not able to go trick or treating in our neighborhood last year!
The party "perks" are also alot of fun. Not sure if that was also part of your original question, or if it was literally 'do they have hershey's candy or nestle's'. Lol.
Anyway, there usually are a few dance parties and coloring/arts & crafts for little kids. A pair of HILARIOUS scarecrow-standup-comedians (really hope they come back for this year's party), many villians you don't see everyday, and a mini-parade that lasts about 10 minutes (kind of in the style of the HSM "show/parade").
There's alot of speculation going on as to what will be added for the party this year when it gets moved (back) to Disneyland proper, if it will be even worth the raised ticket price, etc - lots of posts about this. IMHO, my family has had alot of fun and special memories doing Halloween at both DLR and WDW. If you are interested in the event, I definitely recommend at least going once and enjoying yourself as much as possible!