Thanksgiving is probably the only Holiday that's pretty much about what it's supposed to be about. Family, food, and thankfulness. It's not a holiday that's been overly commercialized with trinkets, decorations and stuff like that (notice your local stores go from Halloween decorations and sales pretty much right to Christmas ones, the seasonal aisle of local grocery store going from Halloween candy to Christmas Candy/decorations, etc.)
The only other Holiday that's probably survived commercialism is Independence Day/The Fourth of July.
Sure, there's still commercialism in those holidays but only for items relevant to those holidays. For the Fourth usually it's ads for fireworks and grilling foods, things you need to celebrate the holiday (usually a BBQ coupled with fireworks depending on local laws.) For Thanksgivings all the specials are around turkeys, hams and other foods needed for the dinner that's part of the holiday. Strong arguments could be made for Easter too.
And, for the record, I speak of the "major" holidays here.
But setting aside whatever religious or traditional ties they may have the other major holidays are hyped and commercialized. St. Valentine's Day: pretty much all about buying flowers, candy and diamonds for a loved one. A holiday so commercialized that companies also make large packs of cheesy VD-cards for kids to use in schools. Sure people may still celebrate their love-life or whatever but the holiday strikes me as very bogged down by a lot of superficial materialism.
Christmas, in spite of religious aspects, is very commercialized. Hell, just look at all of the ads you saw on your TV today and the major chain stores opening at midnight. Christmas is practically all about shopping and buying things. There's still people out there celebrating the religious and family aspects of the holiday, but a trip to the mall at any point in the next month will tell you how commercialized this holiday is and how centered around buying and getting it is. This is really how we're supposed to celebrate the birth of our Lord?
Then there's Halloween, pretty much a holiday centered in some Spanish roots for honoring fallen loved ones. Now? Pretty much all about costumes and candy. (Again, note the seasonal aisle in your local stores.)
But Thanksgiving? Still pure and great. It's about food and family. Always has been, always will be.