It really depends on how interested you are in the candy. The small bags don't hold that much, but DD has always been far more interested in the characters, shows, parades, etc. than trick or treating. We used to go through one or two trick or treat places at the end of the night when there were no lines. (The lines can be long at the beginning of the night). Last year, she did go through several lines toward the end of the night and her bag was full (I think they tend to throw more candy in the bag at the end of the night- especially if it is a kid who has a bag that doesn't have much in it). Basically, it sat in the room, no one ate much of it (we were never in the room, and we were eating all the treats Disney had to offer such as desserts at meals, snacks in the parks, etc.)- and no one wanted to have to pack it in the carry on to bring it home and we figured it would have melted in the checked bags, so it all got left in the room. The little bag is fine for us. Plus, I can shove it in my purse until DD actually goes through a line. In addition to the little bags, if you get there and they are really interested in the trick or treating, you can always just get a regular shopping bag from one of the shops to hold it-- or they also have totes for sale and light up pumpkins. The light up pumpkin doesn't hold much more candy than the little bag they give you (the light up mechanism takes a good chunk of the inside. It isn't really good for neighborhood trick or treating at home unless you just go to a few houses as it fills up fast. DD fell in love with it a couple of years ago and had to have one- more to carry around than to actually use for trick or treating. We use it as a decoration at our house instead of for trick or treating-we put it in a window. We really like it for that purpose. So, there are options without bringing your own, even if you don't use the little bag they give you.