Actually, it's one of my favorite days - but, it really has to be planned to be fun. My SIL and I sit with the sales papers after Thanksgiving dinner, map out our route and get organized.
We get up at 4:00 am, rush to Starbucks which has opened for us, line up at our first store, chat with the other shoppers and try to have fun. We generally just rush in once the doors open, grab what one thing we want at that store,pay and rush out. It's the same story at all the other stores we go to - but we find these things make it fun for us:
We crank up the Christmas music and sing in between store visits
Never get upset at the grumpy people - just wish them a happy holiday (especially those working)
Plan a few coffee/snack breaks so we won't get tired
Pack a survival kit (aspirin, water, pens, notebook,calculator, bandaids - yes sometimes you get run over by a cart - wet wipes, chocolate....)
Get to your favorite restaurant for lunch right before the rush and debrief to make sure you got what you want - if you stay out much longer, the tired could settle in and make you grumpy and you don't want that.