DD and I have been doing this for years, since she was 8 years old! The only years that we have missed, were the years that we went to WDW for Thanksgiving.
We get up super early and we are usually standing outside the store by 4 am, waiting to get in. We go over the ads on Thanksgiving Day, make a plan, hit the stores, snag the deals and then eat breakfast. At that point, she decides if we head home or go back to the stores. It is one of our best days of the year! She is 15 1/2 this year and I asked if she would like to invite someone to go with us this year. Her reply, "No...I like it with just us. It's more fun that way!"