The decorations that translate easily for each holiday are harvest themed decorations. Pumpkins and horns-a-plenty are two great ideas that are appropriate for each holiday.
When decorating for Halloween and Thanksgiving collectively, go for a harvest theme rather than either of the two holidays. Decorate with scarecrows, indian corn, pumpkins, pinecone wreaths and other such objects.
Halloween and Thanksgiving are often interchangeable. Some of the more generic decorations include the horn-of-plenty, pumpkins and gourds and turkeys.
Some people start decorating as soon as immediately after Thanksgiving. However, as a general rule of thumb, most start their decorating on or before Dec. 1st with larger items.
You can buy Thanksgiving decorations at any major retailer such as Stop & Shop, Shaws, HomeGoods, etc. Thanksgiving decorations go on sale a week or so after Halloween.
Decorating for Halloween can be a lot of fun, but it doesn't have to be expensive. Some great places to look for discount Halloween decorations are partycheap.com, halloweenmart.com, and orientaltrading.com.
You can find information making your own Halloween decorations and crafts for your house at http://www.marthastewart.com/photogallery/halloween-decorating. You can also try http://halloweenalliance.com/howto.
Home made halloween decorations are very affordable and creative. I like to go to oriental trading to find ideas and supplies for this type of decorating.
When searching online for appropriate decorations, always include the kind of ages you want it to be appropriate for. Partyworks carries a large variety of decorations and it's likely they'll have appropriate decorations.
Martha Stewart (http://www.marthastewart.com/photogallery/halloween-decorating) has a plethora of tips and tricks for Hallowe'en decorating. Better Homes & Gardens also has a large selection of ideas, though they focus more on outdoor decor (www.bhg.com/halloween/outdoor-decorations/).
Many decorations such as pumpkins can be used for both holidays. I would speak with someone at the retail location you are interested in purchasing from.
I refuse to decorate for Christmas until after Thanksgiving. I don't like how commercialized every holiday has gotten so I only decorate when I feel like it is closer to the appropriate season.
Thanksgiving and Halloween both fall within the season of Autumn. Seasonal decorations for Autumn include pumpkins, dried corn or other squash, golden leaves, scarecrows and other items in the colors of deep oranges, reds and golds.