Magic Kingdom does Fantasy in the Sky with a special countdown finale with 360° fireworks. This is the MOST POPULAR destination. You can see this also on December 30th.
Epcot does Illuminations with a special Countdown featuring fireworks celebrating each country's NYE in the order they receive it, finishing with America and the grand NYE finale.
Hollywood Studios will have Fantasmic and JBJB early, and the will have a special showcase of Star Wars Galactic Spectacular fireworks show at midnight.
Animal Kingdom doesn't have any midnight shows. It is scheduled to close at 11 PM.
If you wish to go to MK, arrive early, or late, as it will close during the day due to Capacity issues but will probably reopen in the evening. This is the MOST CROWDED park for NYE.