It's an idea so obvious that it's probably been around for years and I've just missed it. Dremel, makers of the "Tool Most Likely To Destroy Something That Was Working Fine Already," is selling a translucent orange pumpkin carving kit, with templates and tools to carve your own intricate designs. It looks like it's available at Lowes and other hardware stores, although you can try to order online if you want (it's a little late now, isn't it?)
If you can find them, they look to be about $20 for the whole kit.
Product Page [Dremel]