I don't know about climbing, but October is a great time at least for hiking in the alps. Very quiet and beautiful colors on the trees. I was in France, near Briancon, last year around that time of year and we had some truly amazing hikes. We also had some great days in the Vercors, lots of inversions were you find yourself above a sea of clouds. October is now officially my favourite hiking season... waaaaaaaaaay better than summer.
But if you insist on climbing, I think one of the most important things is to realise that days are getting a lot shorter! Near the end of Oct., the sunrise was around 8 - 8:30 if I recall correctly, sunset somewhere around 19:00 (but do check some reliable source before you go). And yes, it can get cold