All of the decorations at the Magic Kingdom are up by Thanksgiving. Most of the resorts start around the beginning of November. The Osborne lights go up alot sooner, as there are so many.
None of the decorations are removed for the parade, as none of the floats go that high. Parts of the parade are usually taped during the first weekend of December. Several parts are taped in other parks both at WDW, as well as DL. The taping of the parade is a long process and you will stand in the same spot for several hours watching the same thing over and over, so that it can be taped at different angles. Tried this twice. The first time it was ok, but by hour 4 on the second time, I was done. Main Street is PACKED while the parade is being taped. Also, the whole parade is not taped at once, but rather, they will tape separate sections, then put them all together on tv. How it's shown on tv is not how it is taped.