Salem is crazy on Halloween, its USUALLY pretty safe too. Some people will act stupid and get arressted but mostly its all in good fun. I work about 5 minutes from downtown Salem, alot of girls stop in there to pick stuff up and are already in costume which is cool lol.
But Cdif and Champ are correct, Salem isnt too far away and theres alot to see and is great to walk around in, especially come fall. Alot of real good places to eat and cheap places to stay.
As Rondo said, Quincy and Cambridge are nice places that arent far too.