Oh boy, this is my subject!
Knott's is probably the least expensive, and it's actually pretty good. They've been doing it a long time so they've had some experience. Most if not all of the rides are open and there are a lot of mazes. If you're only gonna be there for one night and don't mind paying the extra money, maybe get a front of the line pass for later on when the night gets more packed.
Magic Mountain is a little meh. I don't remember there being a whole lot going on. Spent most of the time on rollercoasters. Plus it's really far out of the way, especially if you're coming all the way from San Diego. What is that, like a 3-4 hour drive? Granted, with everyone back in school the park might be more dead (no pun intended) than it has been these past few months.
Universal Studios, being a movie studio, probably has the most visually impressive mazes of any of the parks. They utilize the backlot and put a few mazes in there, plus the terror tram, where they drive you out to the backlot sets and make you walk back. This year's theme for that is The Purge. The downsides are that, compared to Orlando, they don't utilize the scarezones very well, and later into the night the lines will get pretty long because it's a very small park so there's not a lot of space to spread people out into. Again, a front of the line pass would probably fix this problem as well.
And Disneyland is Halloween'd up for kids. Trick or Treating and costumes and a Halloween parade and whatnot. And the Haunted Mansion becomes Haunted Mansion Holiday (Nightmare Before Christmas) and Space Mountain becomes Ghost Galaxy.
My personal favorite is Knotts due to the sheer amount of mazes that they have (11 counting the Calico Mine Ride, which they've supposedly added real people back into again this year) and pretty good scareactors with Universal coming in at 2nd because special effects. And pick which day you're going to go carefully. Weekends are gonna be the busiest and you don't want to get stuck in line.
Some articles/sites with more info
Knotts
Six Flags
Universal Studios