If you have children who are trick-or-treating, let them know that they must not give any of their goodies to dogs. Chocolate contains a substance which is absolutely toxic to dogs. Keep all candy bags well out of reach of your pets. You’ll be surprised how smart animals are when it comes to seeking out food they’re not supposed to have, so make sure your hiding place is completely pet-proof. I usually buy some special pet treats for my own dogs so that they won’t feel left out when everyone else has tasty goodies to eat.
If you plan on dressing your pet up, make sure the costume you choose is safe and comfortable. Additionally, if your pet is clearly unhappy wearing a costume, don't force him or her to tolerate this. Halloween is for people. Pets really don't care if they dress up or not! (Well, actually some pets prefer NOT to dress up!)