Actually, because someone tampered with candy a couple of years in a row before Gray was born, I only took him to houses of people we knew, and downtown businesses. If you have young Trick-or-Treaters, hitting old downtown storefronts is a great safe option. It's also a great way to mix and mingle in support of diversity.
You also can support local small businesses. If you choose this option, don't be a dick and refuse to buy something from at least one of the places. Or, drop some change in the tip jar of that coffee shop or bistro. There's almost always a top jar on the counter of an independently owned cafe.