I'll second the Christmas experience at Seaworld. Very very Nice.
The past 2 times we've gone on or day before Thanksgiving then the next day (Fri) or Sat. It's like 2 different parks.
You can do all the Christmas shows in one night if you hurry. Christmas versions start around 4 or 5.
Pardon my titles here but I don't remember the formal names of the shows:
Last year we did the sea lions, then the Christmas play production (very, very, good), then saw the ice skating show, then the whale show.
The show whale show was excellent. We went to the latest showing and had only about 2/3rds of the stadium filled. I liked that show better than the usual daily one. Best part was walking on the boardwalk across the lake through the Christmas trees after.