C'mon - it's Thanksgiving. There are no losers on Thanksgiving!
Check with the Marriott just over the canal near the Leidesplein - they do a Thanksgiving dinner, although it does have a tendency to fall on the saturday after Thanksgiving, but it's a traditional Thanksgiving event.
Another restaurant to do one is the Hard Rock Cafe in the Max Euplein, also near the Leidseplein. It's okay, but like most Thanksgivings it's more about the company you keep; grab a few friends and it's a ball.
If you are going to cook one yourself, you should bring a few boxes of those XXL Ziplock bags with you from the US. It's impossible to find anything larger than a quart-bag size here, and they're great if you're going to brine the bird the night before. It's one of those "why didn't I think of this before I left"-kind of things...
Birds: You don't just go to the supermarket and buy a turkey. Since there's no tradition for that here, people still think turkey can be dry and tasteless (um, brining perhaps?) and the oven can small. Plus, they're special-order only and can be expensive. I spent nearly €90 one year for a 10 kilo bird for Christmas. I had to order it from my local store without an idea what it would cost. Damn thing came from France, but it was a very nice bird...just not €90-nice, but that's what you pay for convenience.
You can save a lot of money by going to a halal butcher, often found in the turkish neighborhoods. The birds I've bought since have been just as nice, and almost a third cheaper. You might have to pluck a few feathers, but that's it.
Just hope you have an oven.
If you have any specific questions, feel free to drop me a note.