I haven't trick-or-treated since 3rd grade, I enjoy setting up firework traps to scare kids. But I have come up with some clever ideas, as well as heard some that I can't take credit for.
My main one is, wear regular clothes, and if someone asks you who you are, say you are God. There are many different explanations they might think of such as someone thinking they are God, or if they are saying god isn't real, or if God is a human, etc.
The other ones, probably been said before:
Wear boxers/pants/underwear etc and say you are a premature ejaculator, you came in your pants.
Risky/illegal: grope or make inappropriate comments about the opposite sex and say you are a sexual harasser. Not as funny but more fun.