I stopped Trick or Treating when I turned 13, but I think once you become a teenager it is time to move on to other things. I'll admit I get a little annoyed at older Trick or Treaters that can afford to get their own candy.
I stopped when I was 12 or 13, but then again I'm shy and don't like taking to strangers. I'd say you should stop trick-or-treating when, for whatever reason, you don't enjoy it anymore.