Did you get up at 3 am to find those sales bargains? It's amazing how people get caught up in this... I mean, to form a line outside a store at 4 in the morning--in the middle of the night for me--it's unbelievable. In NY a Walmart employee got killed and several others got injured by the invading hordes! They broke down the doors! Incredible.
On Thanksgiving day, New York city is delightful as long as you avoid the Macy's Thanksgiving parade. I mean the parade is nice for kids, but unless you're into this kind of stuff--huge balloons of childhood characters--it's best you enjoy the relatively quiet city. Not much traffic either. Try it on Xmas day and New Year's. Go to Central Park which is a treasure and free to enjoy.