Costume
Do not wear anything that feels uncomfortable, it gets in the way of running fast.
Do not wear anything that creates air resistance.
Do not carry a prop. Do not have anything you have to carry around all the time besides your trick-or-treat bag.
Do not wear anything heavy for obvious reasons.
Do not wear masks that you have to constantly adjust.
Make it real clothes, not cardboard.
Be something people recognize. If people are constantly asking you what you are supposed to be, it wastes time.
Stick with what works. There is no obligation to wear something different every time. Unless you are growing out of your costume, or have a new idea for a costume (that follows the efficiency rules) nobody will criticize you for wearing the same one.
Party
Be as alone as you can. More party members means more waiting. If you are young and your parents force you to go with other people, encourage them to go faster. There is nothing wrong with that.
Speed
Do not use rollerblades. Even though they go fast on the street, walking through grass and up driveways and stairs does not work for anyone. And when they go down streets, you might go too fast and miss houses on the way. Do not use a scooter either, putting it down and getting it back up wastes time. Just run. And yes, that does involve running practice. Adults might tell you not to run, but they are just paranoid. Seriously, do they think we are going to trip and fall or run into a tree or a car?
Run in a straight line, briefly sidestepping obstacles. And you should know to run in multiple straight lines if heavy shrubs are between you and the next house.
Less time talking, more time running!
It is completely okay to refuse candy you do not like. If you accept it, it only adds weight and takes up space.
If you get lost, do not worry. Just keep getting candy, you will be able to tell where you are in the morning.
Create an efficient route on paper.
Route
Draw a route on paper, and memorize it. Do not bring the paper with you.
If you are going into a dead end, stay on one side, and you will end up on the other when you leave.
On a loop, zigzag. On multiple loops, it is okay to cross the street, just do it as little as possible. Do not zigzag all the time, you will get to the houses on the other side eventually.
Try to overlap as little as possible. In a double loop, treat a road you have already been on as a dead end.
Do not concern yourself with staying close to your house so you can get back in time.
Candy
Bring a sturdy, big candy bag. Do not bring something with handles that rip, and especially do not bring something with bag structure that can rip, or your stash is ruined!
It is completely okay to refuse to trade. That will always end up in a net loss for someone, with a few rare exceptions for when both of you are completely okay with the trade because both of the traders have something that they do not want and the other person wants.