Florida is a truly magical place during the holiday season. Most theme parks start the holiday season at Thanksgiving and then continue on through Christmas to the start of the New Year.
The holiday season is one of the busiest times of the year in Florida so it is important to make sure you arrive at the parks early as often they will close when they reach capacity. It also makes sense to make dinner reservations well in advance.
Most of the Thanksgiving and Christmas celebrations are free or included in the standard ticket admission, others are by separate ticket (as described).