They are usually at WDW for the filming of the Christmas Parade which is usually the first weekend in December. Have not heard if they will be back this year or not, but that is when they have been there in the past.
They don't always do their daily show when they come in to film the Christmas Parade (usually on a weekend). I saw them last year in May when they did their show at MK.
We were at WDW on Saturday 12/3/05 (going to dinner at CRT at 5:30) and the taping had wrapped up for the day but the stand where Regis and Kelly sat were not taken down just in case they needed to do more taping the next morning.
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