Generally a week or two before Thanksgiving. This year the season started on Nov 14, which was a little earlier than usual. If you go in the first half of November, you'll likely witness the take-down of the Halloween decorations and the start of decorating for Christmas. But it won't offically be the Christmas season yet. You'll also probably have some closures, e.g. IASW for the holiday decorations. It's a wonderfully slow period, though, so you'll miss the crowds.
-Bob
ETA - Wow! I thought I was the first response, and while I was typing, SonnyJane and Shannon jumped in. WTG, ladies!