When a haunted house is lit, do they just generally paint the bulbs red and green to give the atmospere?

It depends on what you are going for. You can do red and green bulbs but it is a bit limiting. I recommend pools of white light and using the colored bulbs for soft fill.

But really, the scary lies in the shadows.

Cody, could you explain a little more what you mean when you say pools of light? Also, How do you accomplish this?

I wouldn't paint light bulbs. The paint could be flammable and/or give off fumes. You can easily buy colored bulbs at hardware or department stores. Don't forget that colored bulbs are full-strenght even though they look dim. This means that they get much hotter than my might expect. Don't burn yourself or your house. If you want to use blacklight, fluorescent is the only way to go. There are blacklight compact fluorescents that screw into regular fixtures.

Pools of light would be created with a light source that has it's "throw" controlled. For instance, a table lamp with a big fabric shade throws light in all directions equally. A controlled light would be something like a floodlight in a black can that only puts out light in a narrow cone. Some track lights and fixtures recessed in ceilings are like this. On studio lights, barndoors and grids achieve this effect.

Soft, colored light that seems to eminate from nowhere is creepy, but don't forget that harsh light can also be disturbing. Think of a single unfrosted tungsten bulb hanging from the ceiling on a simple cord with socket and maybe a pull chain. The harsh light with no diffusion will make nasty shadows and the swinging can give life to them and make it all creepy. Think of a basement light in Texas Chainsaw Massacre...

Don't forget strobe lights and fog machines with light projected into the fog.

A fluorescent grow-light over a dirty fishtank of insects would be creepy. Picture the basement scene in Silence of the Lambs.

Buy Halloween supplies early as things run out and do not get restocked until next year!

Cody, could you explain a little more what you mean when you say pools of light? Also, How do you accomplish this?

Marcus lays it out very well, technically. When you are doing your lighting for scary, think about the shape and levels of shadows.

What is scary? Imagine this scene. A study with a chair in the center. The walls are two stories high and covered with books. There is only one main light. A reading lamp by the chair. If you sit in the chair, in the light it is not scary, but what about the shadowy area outside of the lamps reach. What evil lies in wait there? A color in the shadows ads another element. Be careful though, colored lights tend to lend a cartoony look. Unless, of course that is what you want. An excellent example of this is 'Creepshow'.

I have seen some houses that have rooms that are Green and looks really cool - is this fluorescent?

Ikea sells red,blue and green colored CF bulbs (the curly thing is inside the globe) if heat is a concern.