My DH and I, have done one Thanksgiving cruise and 4 or 5 New Years Eve cruises, but no Christmas cruises. The New Years Eve ones were great but cost about double what you would pay the previous week for the same cruise. I would only do the Thanksgiving cruise again, if my whole familly was along. Christmas the same thing; if my whole family was along, I would do a Christmas cruise. They cost more, but in regards to the NY Eve cruise, they're absolutely the most fun......and you don't have to worry about driving home.
There tends to be a lot more children traveling over holidays as that's when they are on vacation from school. If you have kids this is a great time to go. If you are looking to cruise when they're aren't many children you should probably avoid these times.
Like the others said, you'll find more families/kids on the holiday sailings and we too did a New Years cruise, which was great, but the cost factor just wasn't worth it. We just had to try it and I'm glad we did.
There is a Cruisemates Thanksgiving cruise that may interest you: