No there is no rush. There are 2 parades during the party, one earlier and one later. We got to the party around 7:30 last year after a 5:30 at CG. We were there in plenty of time to see the first one....We rode the monorail around after dinner and had no line to get in. JMHO, but there is no need to hurry and get there. After the 2nd parade there is the FW (if I remember correctly), and the park clears out.
I don't know when you are going, some nights are more crowded than others (weekends and closer to Christmas are more crowded).
I remember last year being in a panic over not being able to get the most out to the party. It worked out great and we had a wonderful time. There are maps everywhere as to what is going on where.
Some people go on rides and see the 2nd parade, some people rush to get on line for cookies and cocoa, some get the photo done first. We went in with no plan in mind and had no lines or waits for anything. it all depends on your personal time frame. Most people with small children like to get in early and finish early because the kids get tired. The party runs till midnight. We get there later and stay later....I found it to be less crowded that way.