I was just there over this Thanksgiving.
Nov 22-26. Weather was cool at the beginning for our stay, high 50's low 60's but by Thursday it was around 67 or so. We were walking the north strip and I had lined jean jacket on, it was too warm for this type of jacket, a sweater or sweatshirt would have been fine. Be warned though, when the sun goes down it is only a few degress above freezing. To me it doesn't feel as cold as at home as it is usually so dry in LV.
I try to go to LV around USA Thanksgiving every year as good airfares can be found and hotel deals are plentiful. It is a slower time in LV and they entice people to come as the Thanksgiving holiday is a time when a lot of folk are going home or to family gatherings. I have always liked going at this time both for the "deals" as well as I like the cooler weather for walking etc.
RossW