Thanksgiving is tough for picking a wine, because of the variety of tastes.
You have then two choices: Bring whatever you like and don't worry about it; and/or bring a variety of bottles and don't worry about it.
One traditional T-day wine is Beaujolais Nouveau. This year's is said to be pricey and "shrugworthy" as one reviewer put it. Some recommend Cru Beaujolais, or the regular Beaujolais, from last year: Beaujolais Villages, in particular.
Here's a comment from the reviewer at Slate (Mike Steinberger)
Skip the Nouveau, bypass the Duoeuf, and instead look for a Cru Beaujolais...Generally run between $10 and $20, and the best are brought in by importers Louis/Dresner, Alain Junguenet, and Kermit Lynch.
Some wines to look for: Chateau Thivin (from the Cote de Brouilly appellation), Jacky Janodet (Moulin-a-Vent, the most esteemed appellation in the Beaujolais), Marcel Lapierre (Morgon), Domaine Diochon (Moulin-a-Vent), Jean-Paul Thevenet (Morgon), and Michel Tete (Julienas)....
A personal favorite is Dupeuble, a wine of low pedigree that is made by a conscientious producer whose ambition is not to suck every bit of life out of his vineyard but to fashion a quality quaffer. That he does: The wine, which retails for around $10, is everything good Beaujolais should be—fruity, sprightly, utterly charming. If I had a house and had a house wine, Dupeuble would be it.
Some Useful Links for Thanksgiving Wines:
Asimov: "Nouveaux Like New"
"Wines for Thanksgiving: Bottles that Make Good Guests"
and the companion piece:
"Thanksgiving Wines for Under $25
The article is especially interesting because it shows how very differently each of us tastes wine!
And if you like bubbly, Thanksgiving is a good time to break it out (also the rest of the holiday season). But instead of regular old French Champagne or American Sparkling wine, try a Carod, such as "Clairette de Die Cave Carod" - $12.99 at K&L Wines – it's really great with Pumpkin Pie! I tried it in 2006 and it was a great -- tastier than champagne!