They are not actually open on Thanksgiving day (I couldn't quite tell if you are looking for the actual day), but Zingerman's Deli is a fabulous foodie experience in Ann Arbor. It is a busy place (so I usually try to go a little early or a little late from usual meal times). Another option is to query on the Chowhounds.com website, those folks may very well have good recommendations AND know whether they are open on Turkey Day!
(Just searched Chowhounds, and found this link. I do not think Webers would be a good vegetarian choice. No idea about the Lord Fox, but you can probably search for it online).
http://chowhound.chow.com/topics/576401