For next year! give fruit (whole fruit that can be washed), wrapped. Bags of nuts or dried fruit (even raisins) can be healthy alternatives. Finally nonfood items also work (including small toys, necklaces/bracelets, etc).
Sorry so late, but for next Halloween (or just for everyday not-so-bad treats) I recommend Yummy Earth products. My daughter has a major sweet-tooth, but we try to go healthful/organic as much as possible. I get the Yummy Earth organic lollipops which have no artificial ingredients, are made with real fruit exracts, and are gluten-free. My 4 year old LOVES them, and I don't feel so guilty giving her one as a treat. They really are very good-- they have flavors such as "pomegranite pucker", "mango tango", "googly grape", and "too berry blueberry". The bags I get from my local grocery's Nature's Market section are $6.99 for about 50 lollipops. They also have gummy worms and gummy bears, which I believe are sometimes availible in individual bags (at least around Halloween). Here is a link to the Yummy Earth site (on there the lollipops are $7.99/bag). Happy treating!