When you're out on Halloween night it would be wise not to shine your flash light or any type of light into the windows of other houses to see if they're home.
However it would be a great idea to bring a flash light when trick-or-treating with a group a people to make sure everyone stays together. Glow in the dark bands are a great example of this.
A quick tip to when you're walking from house to house. There are three things you look for when finding a house that's open to trick-or-treaters.
#1: Outside lights. They could be on their garage front door etc. as long as they're on.
#2: Decoration. Houses can have their lights on and maybe someone is even inside watching TV, but if the house itself doesn't look welcoming, try not to waste your time.
#3(depends): Gates. Depending on the kind of neighborhood you live in, houses can have more or less gates or couryards to them. When these gates are closed, they're closed for a reason: to keep people out. So it would be all the wisest not to open them unless they're already open.