For the past few years, I've been giving away Play-Doh. They sell Halloween themed packages (with traditional Halloween colors; orange, black, white, purple, yellow) but you can also find them in non-seasonal packs, with more color variety. The cans are pretty tiny, so a couple of them will fit in a goody bag.
They've been a big hit. At first I would put a bunch of the cans into a Halloween treat bowl and let the kids pick out two or three; whichever colors they wanted. Last year, I made up goody bags with two cans of Play-Doh and a few other little toys. The toys can be found in the party favors section of pretty much any store; Target, WalMart, even the bigger grocery stores will have them.