This may be different than what you had in mind, but the last couple of years we have spent part of the Thanksgiving week at the J.W. Hill Country in San Antonio. It is a great resort for families, tons of activities both indoor and outdoor, every amenity you could want, and they have a bomb Thanksgiving buffet on that Thursday. The sports bar in the resort alone is a destination in and of itself. The SuraGotMadHops clan will be there this year as well.
The JW is a good idea. I had a coworker who would go to lego land in San diego with his kids, who loved it.
