One year I bought a bag of Mini Playdohs. I kept those in the bowl with the candy and gave those out to the really little goblins that came to my door (preschoolers mostly) who aren't really old enough for candy. I"d give them two colours.
I would save Happy Meal toys or other little misc toys and gadgets I'd receive throughout the year and then I'd give the kids a choice of a toy or candy.