You could always help out at an emergency shelter on Thanksgiving {or Xmas} instead with people who are truly thankful for what they have.
I did that for two holidays. It was wonderful. It was run out of the Unitarian Church and staffed by members of the International Imperial Court System, and I'm happy to say that no-one who was there seemed to care about what any of us were wearing. Sometimes when your down and out you get to see what's really important. And after years and years of everyone trying to out lavish each other, it was a revelation to see people happy to get a new pair of sox. Changed my life in many ways.
I'm just trying to say there are options (and I'm aware that money is relative, that what's a lot to one person is nothing to the next, I was just trying to point out there there other things to do, some of which are not that expensive - and for me the rooms/airfare for me and my GF comes up to one huge show, or a normal show and a half, so it does not seem excessive to me, particularly when I know a lot of people who do Vegas 'in season' and pay 4-5 times that). I spent several years doing NYE in Death Valley because my parents (and my friends too) wouldn't let us go to SF on that night, and we had no money to go elsewhere - so camping in the Valley was it. And damn it, those are still some of the best NYE I've ever had. Unusual Occurrences In The Desert indeed. The Carlos Castaneda fans will know what I mean.
And to me, Vegas is a new tradition. After years of doing the full-blown Xmas extravaganza with the kids and all, I found myself with no kids (they do grow up after all) and making a full-production out of it seemed silly. Same with my GF, who used to do a huge Xmas thing with her family, doing the Las Posadas and holding a big party (the tamales deal) on Christmas Eve. So we went looking for something to do that week before Xmas when I wasn't working as a general rule (I am this year so we moved it up), and since she was coming home from MoTown and going through Vegas I just checked it out a couple of years ago and BINGO. We've been doing it ever since. And granted the Xmas decorations in Vegas, are, well, very Vegas, it's still very festive.
That, and hey, how's the old country song go? How can I miss you if you won't go away? I know that most of the tension I had about The Holidays pretty much vanished after I skipped a few of them. And for me that wasn't even intentional - I wasn't 'not doing my family' because of any problem or out of spite, but because I was in college 2000 miles from home, and my GF was only 500 miles away, and her family wanted me to spend the holidays with them (and being Jewish, it was a very different holiday, to be sure - Christmas w/o the Christmas, but I was introduced to Kung Pao and a movie).
And I know that eggnog is alcoholic - matter of fact it was quite the revelation when I found out that people had it without liquor in it. (Though I'm still not sure why.) It's just not enough alcohol for most families. It was more for Granny, who also need a couple of belts to handle all the Holiday Good Will.
And I'm extremely sure about resorts/cruises/and both tropical and winter vacation destinations filling with people who don't have a family, or have one they really don't want to holiday with. (Just look at how the rates go up at that time in so many places.) Or who want to limit such gatherings to a very select few - like the nuclear core - family members. Given the expense of doing holidays (both travel and time), it makes sense to a lot of people not to waste either, and instead spend that time and money making themselves happy, and not miserable.