I usually wear a blood stained white butchers frock, holding a meat cleaver or carving knife, with a scary, cigar smoking pigs head mask. I've had little kids back away and leave without getting their candy.
Best one though, sometimes I'll stuff a scarecrow and set him in a lawn chair in front of our house for a week or two before Halloween (Have a really good scary scarecrow mask). Then on Halloween I'll put on the same clothes and mask and sit out front in that chair. When the kids get halfway up our walk I'll just move a little bit...a few of them have run back to their parents crying. I'm more careful now after scaring the bajeezus out of this little neighbor girl. I took of my mask and everything and she still wouldn't let me give her candy.