First, make sure costumes are safe, brightly colored, and made out of flame-retardant fabric.
Also, use reflective tape or glow sticks on the costumes, so cars can see them.
If possible, go trick-or-treating while the sun is still up, and figure out a pre-planned route for kids to take.
It's also a good idea to make sure your children go with a group, or have adult supervision.
For those not going door to door; divers should should stay cautious, watching for children crossing the street.