Haunted Mansion Holiday, when it goes up, is in place by the end of September.
At the end of October, you will start seeing some of the Christmas Decorations and lights going up ( usually New Orleans Square is the first to see the Christmas Decorations ) Then when Halloweentime has ended (this year 10-31 is a Saturday, so by Monday 11-2 the transition will start), you will start seeing a rapid transition to the Christmas holiday all over the resort.
Thanksgiving is on 11-26-09, and all the Christmas decorations are up and ready by the weekend prior, so expect everything to be ready the weekend of 11-20, 21, 22. If you want to see DL in its full Christmas splendor, you will want to wait until 11-20.
In recent years, DL has done taping of the Christmas Day parade the the first couple of weekends/Saturdays in Novemeber, but not much is usually leaked in advance as far as what the exact days are, and who the special celebrity performers are, until the morning of the taping.
If they follow a similar schedule to last year, The tree will go up shortly after 11-14-09.
Candlelight Celebration is usually the 1st weekend of December, 2 times on Saturday and 2 times on Sunday. Most years it is held at the Main Street train station, and the celebrity narrator is oftentimes not announced until the end of Novemeber.