1. Background: The background of a picture is very important even for a snapshot. Your background doesn't have to be completely blank or a professional backdrop, but try to find something that is not distracting and fits the Halloween theme. On Halloween itself, I like to take pictures of my daughter in front of a tree with lots of leaves on the ground. If you have a larger group of kids, a closed garage door can make an unobtrusive backdrop for your shot. If you really want a clean backdrop, try hanging a plain sheet, white would probably work for showing off their costumes the most.
3. Take pictures immediately after your kids are ready. Their costumes, their makeup and their hair will look the best right after they are done. Get them ready and then snap some pictures before makeup has a chance to run or hair has a chance to fall out.
4. Don't put the camera away too quickly. Some of my favorite pictures are of my daughter actually trick-or-treating. It will get dark quickly in most areas, so you won't be able to avoid the flash for too long, but they still end up being some of my favorite pictures. I also love taking a picture of her dumping out her candy at the end of night.