Maybe instead of going gung-ho, you could start slowly. I like to decorate my house with winter- themed items, since I'm still not really comfortable with Christmas. I cut out snowflakes and hang then up, decorate with snowmen, penguins, and winter birds, and hang up holly type swags. I also like the rustic style Christmas decorations- most of them have a more winterish feel to them. I hang those from my swags, and around my kitchen, living room and dining room.
For Thanksgiving, maybe you could invite some non-JW friends or family over for dinner. You can also decorate your house in a fall theme. I love the colors for fall with the reds, oranges and yellows. Maybe place some pumpkins or Indian corn with fake leaves.
You could also concentrate on enjoying time with your family. Don't think about it as celebrating the holidays. It's one of the few times of the year that many people have off of work, so you should take advantage of it.