Hi Michelle,
I must tell you that one of my favorite times to visit Walt Disney World Resort is at Christmas. It is very magical and beautiful! Although I've visited during the Holidays and been to Mickey's Very Merry Christmas Party, I have yet to visit during the Christmas Day Parade taping. I had to seek the assistance from a few of my favorite Dads!
Chris G. advised that weather permitting, the parade is usually taped during the first weekend of December. Guests will not need "special" tickets to get into the Magic Kingdom on "taping" day. There are signs all around the "hub" mentioning taping is going on.
Marc L. advised that it was very crowded on Main Street and at the Hub, but once you got past that it was great! Guests can always walk through the shops on the left hand side of Main Street if it is really crowded (they typically have a small walking path cleared out on the sidewalks as well when they are taping).
I really hope this helps! Let me know if you have any additional questions.
Have a magical day and let the memories begin!
Ca'Sandra