Christmas is probably better because of the presents.
Thanksgiving usually has awesome food.
4th of July has fireworks and BBQ.
Christmas: You also get presents on your birthday. If you want to say it's a celebration of Christ, then I am sorry to inform you, that most evidence points to Jesus not actually being born in December.
Thanksgiving: You don't need a holiday as an excuse to eat good food. If you want to say that it is a good day to offer thanks and be with family, then I say this -- If you can't be appreciative and love those around you every day, then you have a problem.
July 4th: You can have a BBQ anytime in the summer. It's hard to beat fireworks but I do have a reason why this holiday is still worse than Halloween -- The Declaration of Independence was signed on July 6th, not the 4th.
None of these state why Halloween is better though. ---