Seaworld will be having Christmas themed shows and attractions every Friday, Saturday and Sunday starting the day after thanksgiving and lasting until a week before Christmas in which time the Christmas themed shows and attractions will be daily until New Years.
If you want to see some of the themed shows, I suggest you go Sunday the 5th. It will be just a little more crowded, but not to bad at all. The Christmas shows are held at night. They are different from the day shows. On Sunday, you will have "Shamu Christmas Miracles" and "Clyde and Seamore countdown to Christmas" as well as an ice skating show and holiday fireworks. These wont be offered on Thursday the 9th. Only the regular day shows will be. The decorations will be up regardless of the day you go. There is also a Polar Express themed ride which will be up and running regardless of the day you go.
Plus if you go that Sunday, the park is open until 11pm as opposed to the park only being open until 7pm on Thursday. So you will have more time to do everything. Regardless of whichever day you choose, im sure you will have a great time. It is worth the trip! Feel free to ask any questions. Ill be happy to answer them for you.