If you haven't already, you can check out the post-Plantera Dungeon. There are new enemies and drops, and you can open the biome chests with the appropriate key. Be careful to not attack the cultists at the entrance or else you'll start the Celestial invasion. There are also new Solar Eclipse enemies and drops after defeating Plantera.
If you've done that, I agree with Lord Garak that Duke Fishron is best to do next. I find the Fishron Wings to be the best wings, and Flairon is very useful for melee players. Following Fishron, give the Martian Madness event a try. There's some more useful items to obtain.
Pumpkin/Frost Moons are more of a distraction than anything really critical progression-wise. As Lord Garak already mentioned, there's not much to get from the events. The items you can get are more easily obtained (and outclassed by) those in the Martian Madness or Celestial invasion.