Have your Thanksgiving celebration on Saturday! The kids stay with their mom on Thursday, and then they come to you for the full turkey or a pumpkin pie treat on Saturday.
Remember, holidays can be celebrated any time. For example, you could celebrate Christmas the weekend after Christmas, so kids get a double holiday. If you're doing a different day, make sure to do different things. Go to an indoor playground; if it's warm, play miniature golf. Then gather for hot chocolate, hamburgers, and presents!