Let me continue in the same spirit even if I am British and don't really care about Thanksgiving.
I am thankful for Dragon Age: Origins, I have felt the need for a good RPG for a long time and this is cuddling me in its warm arms.
I am thankful for Left 4 Dead 2 and the friends I play it, and the epic CHARGER FAILS!
And I am thankful for Team Fortress 2, may stable in times of gaming drought. I am thankful that i'm a gamer! Wooh.
I'll see your raiding guild that let you stay with 25% attendance and raise you my guild that didn't have the heart to kick me or my alts despite the fact Sunday was the first time I've been on since Champions was released :P
Also, I'm thankful for the promise of playable Goblins, I'm thankful for rumours of Fallout Online and I'm thankful for APB, which looks awesome.
I'm thankful for developers that create games that run well on 6-year old PCs (Torchlight runs smoothly at Max Detail. :) )
I'm thankful for Steam: Making a games collection take less space, automatically keeping games up to date and for quite frankly rediculously low sale prices.
For Telltale Games for kick-starting the Point and Click Adventure genre back to life.
Thanks Steam with your holiday sales! got me Mirror's Edge for $5 \o/ finally get to see what it was all about years after it has become irrelevant XD Also the THQ pack :O
Mostly i'm most thankful about the sheer variety of games these days. Don't really remember a time when there was so many FPS, RPG, MMOs, RTS, Racing, Sports, Fighting, Casual, Indie, TPS, Hack/Slash, Platform, Sandbox, etc, to play. Dear lord just this year alone all of these Genres had a huge hit(s).