We do both. I don't think kidnappers are much of a concern, though. How many little kids trick or treat alone? I always see parents on the sidewalk waiting for their children. And I rarely see a lone trick-or-treater.
But yeah, I understand some may live in neighborhoods where you wouldn't want your kids to go trick or treating. I'm an old geezer now and remember the scare back in the 70's when lunatics would put pieces of glass and razor blades into candy. And that was happening even in the best of neighborhoods. There were a few years my parents only let us go up to the houses of people we knew. Tainted candy could still be a threat at some point. In fact, I'm surprised it hasn't really happened yet. There are so many crazies out there who could do it.