My husband and I go every year and do 75% of our Christmas shopping.
We go to my parent's house for Thanksgiving, leave the kids behind, study the ads when we get home, and head out the door around 5:00 am.
We live between three major metropolitan cities -- and avoid them all. The smaller towns close to us have the stores we want (Target, Kohl's, Best Buy, etc.) but without the huge crowds. (More like Saturday sized crowds, at 7am, and it only gets a little bigger than that. We've gone into stores that are practically empty at 9 am!)