@boomerang,
I went once, when I was visiting Set over an American Thanksgiving. Of course, I didn't really "do" Black Friday, as I didn't go out until about 2 p.m. when the serious shopping warriors were done.
I had a fair bit of fun browsing through the leftovers. Got what turned out to be a favourite pair of pants for $1. Picked up a few other lesser treasures. Fun, but I wouldn't go out of my way to "do" the being-in-a-line-at-3 a.m.-thing.