I go with my sister and the younger children. Imo, if they're old enough to go on their own, they shouldn't be doing it (gness, excepted, obviously). We don't take any eggs or anything and just go locally where people obviously have a pumpkin or decorations out. People seem very good around here, they all have tins of sweets ready and make a fuss of the costumes.
I always was against it in principle, but i was ill one year and their dad took them. After that, they used to get really excited about it:-\