Wow I never heard of Trick or Treating being on any other night except Halloween itself. In our old neighborhood, we would sit out on the front steps, bundled up if it was cold, and give out tons of candy to hundreds of kids! We loved it! Since we moved into our condo complex, we have been disappointed that there is no Trick or Treating here (very few little children here), but we do have a trick or treat party at our Rec Center for the little ones on Sunday afternoon and a Halloween party for the adults on Saturday night.
On Halloween itself, we go to our daughter's house and give out candy to the nieghborhood kids. We love that!
Halloween also happens to be our younger daughter Stacey's birthday, so it has always been a special holiday for us!