In our household, we particpate in TOT and fall festivals, we decorate our house with jack o lanterns, and get a kick out scaring each other.
Every year we have always passed out tracts with the our candy. Usually we put bags together with the tract and several pieces of candy. We get our tracts at our local church bookstore. Every year I let the kids pick out one for the girls and one for the boys. My dd has always thought they were so cool and gets very excited to pick out the ones she wants to hand out that year. This year we got Bibleman and one with a fish that looks like Nemo on it. The ones that I have always bought would be like something they pick up at a local VBS.
I have to say....just because I pass out kids tracts doesn't mean we don't like Halloween. Also, when you go door to door asking for "treats" you are at the mercy of what they want to give you.