My least favourite part of the festival was moon cakes until Haagen Dazs and Starbucks got in on the act and produced ones that weren't stuffed with lotus bean paste.
But my favourite bit of the festival has always been the lanterns to commemorate the moon. Some involve riddles, and there's always the obligatory cooing over the ones made by friends' children, but they are always just really bright and fun.
And given the food is plentiful (think of it as a Chinese Harvest Festival) and you can always get hold of a lantern or two, it is not difficult for you to hold your own version of the Chinese celebration at home. AND it's an excuse to dig out some of those decorations only otherwise used once a year for Chinese New Year.