If you're spending the holiday at someone else's house:
1.) Ask your host or hostess what you can bring. If they say, "Oh, nothing. Just yourselves!" ignore them and bring something anyway -- a bottle or two of wine (The Wine Trials can help you choose), a side dish, an easy-to-serve hors d'oeuvre, or one of these great hostess gifts. If you'll be spending the night, consider bringing something that will make the morning after easier for your host.
3.) Offer to help. Your hostess may not need an extra set of hands in the kitchen beforehand, but chances are there'll be plenty to do once the dishes have been cleared.
If you're hosting Thanksgiving at your place:
1.) Know thyself. Are you the kind of cook who goes for the tried-and-true when company comes? Or do you pick up a cookbook and try something new? Either way, figure out what you want to serve well before the big day, so that you have plenty of time to shop and don't have to deal with the added stress of crowds at the store. There are plenty of recipes, tips, and resources online.
2.) Outsource the bird. Many high-end grocery stores offer ready-made Thanksgiving dinners with all the fixings; make the fixings yourself, but consider having them do the turkey. It may take up a bit of space in your fridge, but it'll free up the oven on Thanksgiving Day, and you'll be grateful to have one less thing to juggle.
3.) Freeze the baked goods. Breakfast goodies (pumpkin bread), dinner staples (rolls), and traditional desserts (apple pies, cakes, and pecan pies) freeze well, so if you're inclined to bake, you can do so days or even weeks before the big event. Don't freeze your pumpkin pie, though; the filling gets watery, which makes the crust gummy, which isn't a stress reducer at all.