There was this couple that would always give out hot apple cider and steamed/broiled/grilled hot dogs, I forget how they prepared them, each year. They would suck it up and actually be outside the entire 3-4 hours that trick-or-treating lasted where I live. It was fantastic.
The only drawback was that it was located on the opposite side of my neighborhood so it would take awhile to get there and would have to sacrifice dozens of houses. It was worth it though
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"Anybody interested in grabbing a couple of burgers and hittin' the cemetery?" -Royal
"Oh sure, walk to the sun"- Guybrush