Last year we went to a doggy Halloween costume contest. The group the grabbed my attention the most was probably a pack of 3 chihuahuas that were dressed as the Flintstones! There was Fred, Wilma with a pearl necklace, and Barney. Super cute!
You could do a royal theme. Your little girl as a princess/queen, your big boy as the king, and your little baby as a jester (where clumsiness is to be desired)!
I also liked the Wizard of Oz idea! I once joked we should do that for Halloween, but have Zoe as Dorothy and me as Toto! My boyfriend just did one of these:
I just LOVE halloween and the creativity you can use to come up with costumes/decorations! That said I have no clue what I'll be or what Zoe'll be. She outgrew her old costumes and all I have that fits her is an adorable Halloween dress (which I'll probably just use and have her festive but not in costume).