Dress in layers, very warm remember you can always take layers off, better to have more than less. pack a snadwich and water and other snacks. Have a chair or something to sit on, bring an umbrella in case. Also have alternate ways to pay, 2 credit cards or a  credit card and check in case something happens with your card. Pack an energy drink or vitamin water and most of all hijack, I mean bring a friend so you can hold your spot in line and take bathroom or sleep breaks. Park your car as close to the  line as possible and fill your tank so you can run the heat and get sleep in the car in spurts.

Most stores open at 5am - some places only offer deals til 12noon. Make sure you are in line by at least 9pm the night before to ensure you get your item. The laptop deal of $398 at Wal Mart will be a race so get their early and hey if you can get other family members to stake out other Wal-Mart lines that way you can be sure to get your item.  

Also, if you DON'T want to get in line overnite many websites are offering ONLINE SPECIALS ONLY on Thanksgiving Day so logon to reputable sites and find some deals.