I've only done the Day After Thanksgiving Mad Rush Sales one time - it netted us a Game Cube for the family for really cheap. It was fun standing out in the cold for 2 hours waiting for the Walmart doors to open up. Really!! When those doors were unlocked, I think I got a small glimpse of how Nascar drivers must feel!
Not sure I'm going this year, but I can get advance notice of the sales by watching for updates on the official website.