Macy's Parade was on just as it got dark last December and just before the park shut, think it was about 5 or 6 pm. We enjoyed it.
In the peak summer months, Universal runs the 360 show which is a combination of fireworks, film clips on giant globes on the water, fire and lasers. Again we enjoy these. They are usually on at 9 pm, I think but in any case not long before the park shuts for the day.