If you work with international companies or clients and truly need to work, then work.
If you and your family never make a big to-do over Thanksgiving, skip it and work if you so desire.
If you will get fired for not working Thanksgiving, and you really need the income or benefits, work Thanksgiving.
If you own a small retail business that relies on Small Business Saturday sales, work Saturday. There is almost no need to work Thursdays or Fridays as the general public will be shivering in long lines for the large retailer’s sales, or huddled in front of their computers looking for the absolute best online deals.
If your line of work requires you to speak directly with American customers or clients via phone or email, I suggest taking Thanksgiving off. Your clients deserve the opportunity to spend time with their families and friends without unsolicited interruptions.
If your family celebrates Thanksgiving and makes a to-do about it, take the day off and make up the time on Friday.
If your absence will place burden upon another person, make up the time on Friday and enjoy your Thanksgiving.
In the end, balance is the key. Work if you absolutely must, but make sure to take time for yourself and your friends/family during the holiday season and year round.