We like to go for New Year's eve, and the Christmas decorations are all still up then, but they start taking them down fairly soon after that, I'd guess they begin around Jan 3rd. I think the Osborne lights at MGM are about the last thing to come down and I think this year that seemed to me around Jan 12th or so.
I remember them taking down the large lighted canapy that covers the walkway at Epcot between Future World and World showcase. I don't remember the dates, but I recall each day we went it was shorter and after about 4-days it was gone completely. (They do everything at night after park closings, you never see them actually taking it down, with the one exception of the Osborne lights when you take the Back Lot tour.)
Edit: Just to clarify, the simple decorations are all down within a day or two of when they start. I think they start around Jan 2nd or 3rd, depending on how the weekend fits in there. The big stuff takes a little longer, but within about a week it's all gone. The Osborne lights stay up a little longer, but then it takes them several weeks to get all those lights down.