We started Sunday in church by looking up some Scriptures on thankfulness: (Psalm 107:1, Psalm 31:19, Psalm 145:7, 1 Chronicles 29:11-13, Psalm 100 and Psalm 95:1-6). We pulled out the things in those verses we have to be thankful for---God's faithfulness, He is our Refuge, etc.
The night before we went out and gather some branches and put them in a vase with river pebbles. I cut out circle and feather shaped tags and punched holes in them. We used these pieces to write out our praises and thanksgivings and then we hung them on our tree. We started with barren branches and finished with a harvest of thanksgiving.
For prayer time, we gave out 5 kernels of candy corn and did circle prayers of thanksgiving for each kernel. Even our littlest one participated.
This is a wonderful idea for extending thanksgiving from only a single day into a season of gratitude. We even had friends over and invited them to join us by adding their words of praise and thanksgiving. Our tree is brimming over and a constant reminder of what our response to Him should be.