It's Thanksgiving, so I'll make this quick.
First, Happy Thanksgiving everyone. I'm thankful for backlights. We'd be quite in the dark without them. (And all of those other things that everyone says: family, friends, God, etc.)
I've only once written distinctly about a holiday, although my last Knights of MicroFiction entry had Thanksgiving themes. That was the fifteenth birthday of the main character in the flash fiction serial that I still haven't finished. You can find that first part here.
Off the top of my head, there really aren't too many things to mention about writing holidays; just make sure that you're being culturally correct if you're writing a holiday you aren't familiar with. Unless, of course, you are writing a fictional holiday, in which case my suggestions are to make it cool and unique, while still realistic.