We went this past Thanksgiving for the first time. We arrived on the Sunday before Thanksgiving. Everything I read said to avoid the MK on Thanksgiving. We hit the MK on Sunday (it was an EMH night), Monday we hit MGM (late night also). We then split our days the rest of the week between two parks, but we made sure by Wed. we had finished the MK and MGM. We went to the Animal Kingdom on Thanksgiving, and had dinner in EPCOT. Make your reservations at 180 days. I read about lots of people not being able to eat where they wanted or get decent times. I planned far ahead and didn't have a problem. We had the greatest time. Even though we had 3 days where the temp. dropped, it didn't bother us. As long as there's no heat, any lines were bearable, and they really weren't that bad.
If you are there the day after Thanksgiving, try and go to EPCOT to see all the Santa's around the World. It was a great way to get in the Christmas Spirit.