I went with family day. As holidays go, its relatively new and its day was set by a president. It remembers and celebrates many things. I do not see it as a particularly Christian holiday as I give God thanks everyday for all that He has done.
We celebrate by gathering the family, giving thanks to God for the feast and family and then eat. Turkey, stuffing, potatoes, green bean casserole (love that!) bread and salad and eggnog pie (my favorite)! When I look at it it is truly humbling how blessed we are. Truly. I can't help but think of those less fortunate than I and I am humbled.