There are two ways you can do the battery interrupting. One way is to get a thin piece of copper metal and using snips or scissors, cut it in a circle or square about the size of a dime.
Using speaker wire, solder one of each of the two wires to either side of the copper plate. The other end needs to have the wires soldered to a 3.5 mini jack plug that you can buy at Radio Shack or at a computer electronics shop.
The following tutorial will give you some pictures and directions that are more specific:
Making A Switch Adapted Toy by Dave Grass
Here is another way for the more technically challenged:
Save some time and buy a pre-made battery interruptor from Enabling Devices for $9.95. They also have a nice free tutorial pdf on how to install and use their battery interruptors.
I have used a notching file tool that allows me to notch a hole in the side of the battery door so that the cord can fit through. These can be bought through infogrip for $9.
I have found that the straight-forward toy, as far as having a single action and single switch, is a lot easier to adapt. I bought one toy that had 3 settings and by using the interrupter, I only got one feature and it wasn't that exciting. To get to the main brain of the toy, I had to undo a lot of screws only to find a plastic casing I would have had to break. I would suggest looking for the simplest featured toys you can find for this kind of project.
Here are some pictures and links to some fun Halloween toys that might work I found on a quick search:
A Screaming door knocker.
A dancing witch
All the best to you!