I do not like using the phrase "remember all that we are thankful for" because of the preposition at the end; however, it is a common phrase at this time of year. Finagling the sentence to avoid ending with the preposition (e.g., "remember all for which we are thankful") is awkward. An alternative that works and comes close to meaning the same thing is "remember all the reasons to be thankful." However, that puts the focus on "reasons" as opposed to the things you may want to emphasize, which is different. My question: Which is the lesser evil, ending with a preposition, or a construction that sounds a little awkward because most of us would never say it that way in conversation?
The more I consider this, the more I feel that a preposition at the end of a sentence is OK as long as there isn't a better way to write the sentence. (Isn't that usually the case?) For example, "Where is your bathroom at" is incorrect because of the use of an excess word (it would be just as clear to say, "Where is your bathroom?") as much as it's incorrect because of the proposition at the end. Perhaps that is the real reason for the "rule"--to force us not to tack on words that aren't needed.
"Count your blessings" covers the sentiment in that by "counting" (see definition below) or taking into consideration your blessings which are things in your life for which to be thankful, you're saying the same thing without the pesky preposition at the end.
Per Google Dictionary's 2nd meaning for the verb, "count":
- take into account; include.
Example: "a company with 250 employees, not counting overseas staff"
I do share your feelings towards ending a sentence with a preposition. However, those feelings aside, all my teachers (both English and my native language) have always emphasised that it actually isn't wrong. Though I should point out that they have all been advocates of writing (almost) spoken language.
As with most quotations, their accuracy and attribution are hard to come by. Nevertheless, the following quotation, attributed to Sir Winston Churchill, sums up ironically the attitude of Churchill toward the arrant pedantry informing many of the rules of English grammar:
"Ending a sentence with a preposition is something up with which I will not put."