We take our 2 kiddos out to trick or treat, and usually leave a big bowl of blow-pops out (need something that doesn't melt because it's usually still warm out). Once we get home, we usually handout the fun size chocolate (snickers, milky way, M & M's, Reeses, etc.).
We have actually been lucky so far, our bowls have never been stolen, and there has always been candy left in the bowl by the time we get home. I usually leave a note telling the kids to be nice, take one, and leave some for the rest of the kids, and it has worked!