Thanksgiving is one of my two favorite holidays, the other being Independence Day.
Richard Ford's wonderful novel The Lay of the Land (Knopf, '06) expresses much of my feeling about this day, and about the hard-won "acceptance" that comes with loving life while still deploring loss. I love and accept a lot, but not everything: so, on some accounts, I thus lack the deepest form of gratitude and spirituality. But I agree with Ford: "a practical acceptance of what's what, in real time and down-to-earth, is as good as spiritual if you can finagle it..."
Another of my favorite sources on this topic is the philosopher Loyal Rue, who has written:
By the grace of these improbable [cosmic] events we inherit the opportunity of a lifetime. Even if we cannot imagine some One to give thanks to, we are nonetheless rendered thankful by the bountiful conditions of our existence. And in the measure of our gratitude we acquire a sense of obligation. The more we learn about the Epic of Evolution the more we are motivated to repay the generosity of the past by seeding hope for the future. http://www.earthlight.org/personal26.html
In other words: pay it forward.