If you're looking for a great All Hallows Eve costume, go with Saint Denis. He's a cephalophore - someone who walked around carrying his decapitated head!
Saint Denis (in Latin and Greek, Dionysius) was the first bishop of Paris. He was martyred under Decian persecution of Christians (after A.D. 250).
St Denis began to convert and baptize the pagan inhabitants of Paris. The pagan priests were troubled, no doubt, by his success. They had him decapitated on the high hill of Paris, Montmartre, a hill sacred to Mars. The present name Mont Martre seems to refer to the Mount of the Martyr but may have been originally dedicated to the pagan god Mars - Mons Martis.
After decapitation, he walked around with his preaching head. After walking about six miles, he fell down dead. On the site of his collapse was built a shrine in his honor. At the insistance of Saint Genevieve of Paris, the shrine was expanded into a basilica. It was the traditional burial place of Catholic kings of France.
Saint Denis is one of the Fourteen Holy Helpers. He is invoked against demonic possession and, of course, headaches.
Saint Denis of Paris, pray for us.