Give away something other than candy. (Toothpicks, golf balls, bags of sand, etc.)
Wait behind the door until some people come. When they get near the door, jump out, wearing a costume, and holding a bag, and yell, "Trick or Treat!" Look at them, scratch your head, and act confused.
Fill a briefcase with marbles and crackers. Write on it, "Top Secret" in big letters. When... Click here to read the end!