I never know. DD was invited to one last year and I don't like going without anything, so we took the boy a bag of bugs (not wrapped or anything) and I made a pumpkin pie that I took along. I don't think anyone else took anything and it wasn't expected.
We had a little Halloween kids party once - Some kids brought Halloween cakes/biscuits/little bits of tat/choc lollipops which was nice. Some just brought themselves (in costume) which was also fine. I'd go with the sweets idea.