Do Thursday! The crowds will be much much lighter! What show are you going to see? We just saw a taping last Friday, so if you have any questions let me know. It was really fun!
Thursday will have much smaller crowds, but if you have any interest in Fantasmic (it's much better at DL than at WDW), then you have to go on a weekend. You could always get a 2-day hopper and go both days.