Usually Thanksgiving. I'm trying to remeber if they are up on Thanksgiving day, or the day after, but I'm pretty sure they're up for Thanksgiving day. That's usually when Small World Holiday opens also. They have a big tree, and Santa. Be aware that they close the line for santa about an hour before the parades since Santa is in the parade and they don't want kids seeing double. They don't tell you this (even if you ask them if there are any breaks in the time) so if this is something you want to do be aware.
They turn It's a small world into small world holiday were they sing christmas carols, and have holiday decorations. They used to have something at country bear, but since it's closed down they won't. There turning Haunted mansion into Nightmare before christmas right now. Last year they had a special holiday fireworks and afterwards it snowed. The snow was at the fantasmic viewing area, in front of the castle, and other parts of mainstreet. Ask a cast member where to go for the snow. (not real snow, it's more like tiny bubbles or foam)
Don't know about DCA and DD, but I'm assuming they will at least have holiday decorations. Since they weren't open last year there's no presidence. ALso I've heard a rumor that they're doing a special holiday electrical parade (no idea if this is true or not)
Last year the week between christmas and new years it was so crowded at DL that they actually had to close the park to admittance. At 10:00 am one morning they were only letting in those who already had tickets (you couldn't buy tickets, but if you had one, or and AP they would let you in). It was so crowded though, it's hardly worth it, unless you really want to see it. Don't know if it will be that bad this year since they now have DCA to take away some crowd, but it's always a possiblity.