I used to in college, because there it was a quick bus ride to the mall and it broke up the long Thanksgiving break which I would spend on campus with nothing to do. I didn't always buy something, but I did like window shopping and cruising the mall on its busiest day.
This year, however, aside from maybe buying a DVD online, I won't be able to get to participate in this legendary shopping weekend since the malls and stuff are simply too far away...