Divorce does suck - especially that first set of holidays.
I had little kids when I was first divorced (still do, just not as little). For the first few years, my kids and I had our own little Thanksgiving and then....we went to the zoo.
Most people don't know that the zoo is open 365 days of the year. Most of the time it is crowded as heck. But on holidays it is wide open - its like you own the place if the weather is kind.
Also try going to the movies. I mean, not everybody celebrated Thanksgiving and Christmas, right? They have to be doing something on those days.