Norwood:
Ravenloft is just about one of my favorite settings for all the gothic flavor. Are you planning to run inside a specific realm, or travel throughout the mists?
This really depends on the party. If the party is really taking charge and driving things forward they can attempt travel through the Mists or they can stay in one realm. If the party is a bit more passive and I have to nudge them they'll likely end up eventually visiting other realms.
Knight_vassal:
Ravenloft is hard enough for heroes. No need to make it worse man. Horror checks every 5 seconds. And the plane itself eats away at you eventually driving you mad or making you into that which you hunt.
I'd probably be far more lenient on horror checks than a lot of others. I think an air of despair coupled with a long, slow descent into madness is the way to go.