When you go out, if you plan on going when it's dark, bring a flashlight or put a glowing or blinking light on your kids, so drivers can see them. Make sure you walk on the sidewalk (if there is one) or along the side of the road. Don't wander in the middle of the road with your group. If your child is embarrassed to have a parent with her/him, go anyway, but hang back a little. Stay close enough where you can still see your child, but far away enough to give them some space. Also, be aware of strangers that are too friendly. If you feel uncomfortable, just excuse yourself and your child and be on your way.
Some things to keep in mind after going door to door: Check your child's bag. Is there any open candy? anything s/he is allergic too? anything that you have a gut feeling is not safe to eat. If so, then throw it out. If there is anything homemade, unless it's from someone you know, it's probably best to throw that out as well. You never know what is in the food.
Lastly, have fun. Halloween may feel like a chore to some parents, but it's a very exciting night for children, so enjoy their fun too. One of the benefits of being a parent is getting to eat some of your child's candy... so just think about getting to pick out some of your favorites, because you may be to old to say 'trick-or-treat' but you are never to old to eat Halloween candy!