Legoland and Sea World have Halloween things. You may need to buy a special ticket for legoland brick or treat.
As far as neighborhoods go, just find one where the houses are close together and the streets are well lit. It's amazing how many people go dark for halloween and don't participate. If the houses are close together, at least it isn't a far walk to the next one. When I lived in Clairemont, we had tons of people trick or treating, including van loads from Mexico - adults would trick or treat, too. I've been out of that area for 20+ years now, so I don't know if it is still like that.
What part of town are you staying at? If you are near Coronado Island, that may be a nice place to trick or treat because it's just a nice place any time or season.