I've been to WDW for the last 3 years the very first week of January (once checking in on New Years Day). When they take down the decorations seems to vary. Once, when I checked out on the 8th, alot were still up. But be aware that they can come down overnite. Once I checked in January 2, went straight to Epcot, saw the Christmas tree and archway of lights. Two days later-all gone!
As far as entertainment, it all seems to end New Year's Day. But one year (think it was that same 1/2 day), I was lucky enough to see Cast in Bronze perform Christmas Carols on the carillon. Unfortunately, though, that was their last day.