The Macy's Parade has, in the past, indicated the "official" start of the Christmas Season. Until about 15 or 20 years ago NOBODY put up their Christmas decorations until Thanksgiving; now they go up in September!
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Disney has always had the Christmas Parade. However, normally it is taped in segments between the 6th and 15th of December at various locations around Disney World. The actual Christmas Day parade is NOT broadcast.
The ABC station in Philadelphia broadcast the local Thanksgiving Day Parade. It was sponsored by Boscov's Department store, but it looked like it was produced by Disney. They had big dance numbers, songs, Disney Princesses on floats and Mickey with all his friends. They tied it in with break aways to Philadelphia TV and Radio Personalities at WDW and EPCOT. All in all I liked it.