We were there in November in 1999, 2000, and 2001. Our experience was that between the weekend after Halloween and the weekend before Thanksgiving, the evening parade at MK only runs once or twice a week (Fridays and Saturdays were always the only two days it was ever on). The fireworks, however, were more frequent some years, some years not. I know, not very helpful.
If it's any consolation, the evening show at MGM and Epcot ran nightly, so our general rule of thumb was to see those shows on less crowded nights during the week and, if there was a Friday night show at MK, it was generally less crowded than a Saturday show. However, if there are two on Saturday, the second is always less crowded (and you can get on rides during the first).
Also, in 2001 (maybe because of 9/11), they kept changing the dates and times of the scheduled evening shows right up until we got there, so even the advance planning sites weren't as much help as in previous years.
Hope that is useful!