Credit to the WB

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Lorelai (Lauren Graham) and Rory (Alexis Bledel) enjoy the bounty of Thanksgiving four times over when they stop in for celebrations with Lane (Keiko Agena), Sookie (Melissa McCarthy) and Luke (Scott Patterson), then join Richard (Richard Herrmann) and Emily (Kelly Bishop) for a formal dinner party, where Lorelai is shocked to learn that Rory has applied to Yale. Dean (Jared Padalecki) and Jess (Milo Ventimiglia) almost come to blows over Rory.
Yanic Truesdale, Liza Weil and Sean Gunn also star. Daniel Palladino wrote the episode directed by Kenny Ortega.

Credit to alexisfreak2 at FF for this transcript
Trailer can be seen here- i.cnn.net/thewb/trailer/q...09-trl.mov

Here's the transcript in case it doesn't work for some of you.

Announcer: Some Gilmore Thanksgiving Don'ts.
Rory: How are we going to eat four Thanksgiving dinners?
Announcer: Don't spread yourself too thin.
Lorelai: We'll skip rolls.
Lorelai (at Sookies): Deep fried turkey!
Rory: Interesting.
Luke: Did you see flames coming from Sookie's place?
Lorelai: Yeah. Why?
Announcer: Don't bite off more than you can chew.
Lorelai: Whoa Whoa. Who's gettin the big piece?
Announcer: And never invite your old and new boyfriend to dinner.
Jess: I'm not gonna fight you Dean.
Dean: Why not?
Announcer: A Gilmore Girls Thanksgiving.

A little more from Fanforum:

Lorelai and Rory go to four different Thanksgiving dinners; one at the Kim's, one at the elder Gilmore's, one at Sookie and Jackson's, and one at Luke's. Lorelai suggested skipping the one at Luke (he gets a little miffed when he finds this out), but Rory points out that Luke always waits for them to eat, etc., so then they decide to make it their last stop.
The dinners at the Kim's and Sookie and Jackson's are hilarious.

While at the formal Thanksgiving dinner at Richard and Emily's, Lorelai is shocked to find out that Rory has applied to Yale.

Lane and Dave kiss. It's really sweet.

Rory and Jess are kissing out in the open in front of the flower shop near the market and Rory freaks because she fears that Dean will see them. Jess jokes around but tries to reassure her that everything is ok.

Later after the dinner at the diner is over, Jess is helping Luke clean up and when he goes out to dump the trash, Dean confronts him and wants to fight. No fight takes place, just a confrontation.

Luke talks to Lorelai, telling her that he laid down the law with Jess regarding Rory. Lorelai then tells Luke that Rory and Jess are with each other at that moment, which Luke didn't know, so he freaks out a bit. Rory and Jess sort of snuck out to see each other. It's a funny scene.

Yeah, I really liked this one too! Loved the end with Jess and Dean.

I can barely get through one Thanksgiving much less 4.