My brother and I have been creating a haunted house for a couple years now for a halloween party we have for family and friends. We have been doing the same things and looking for new ideas.

We have a two car garage that we make our haunted house in. We mainly just put up black plastic to create a long winding hall way thru the garage. We have a person guide them through(normally guide and 3-4 people at once). We use ropes and pulleys to move things such as drop a stuffed clown, or other creature in front of you as you walk by. Also we pull things over their heads down one of the hallways. We have two strobe lights, fog machine, string lights that we hook to the plastic, a coffin I made, a table that you lay on to make it look like a decomposed body as in http://www.hauntershangout.com/home/tricktable.asp One year we had a table with a person sitting under with their head and one hand through it.
We also have them walk up the steps into the upper part of the garage (an office) and have them walk around. We have a tv that reflects an image to a piece of plexiglass to look like it is outside a window. Other than that we have actors through it that do a scare in one place and then go somewhere else to do a scare or pull a rope.
In the garage we have a nice sized air compressor but have never worked with pneumatics (seems expensive and complicated) and never incorporated into haunted house.

Last year we tried to make a maze outside using black plastic walls and two by fours in the ground but it rained and no one walked thru that. Dont know if it is worth the time to try that again.

One year we walked through a path in the woods that we strung lights through along the edges of the path and to see where you are walking. We had a chainsaw with no chain that year which was good, and had pulleys and ropes dropping things and actors hiding in woods. The path wasnt cleared that great and they weren't staying on path but this year the path is cleared better and we want to try something in the woods again. Was thinking about showing them a clip about the goatman (we live in MD, where the legend about goatman began)
before letting them walk through the woods.

Sorry that this is long but if you read down to here and have any new inexpensive ideas because these are getting old to me and not as effective as they originally were at scaring them.