To be honest, our family really does not have any holiday traditions. Christmas is generally a bank holiday for us... a bank holiday with gifts!
Thanksgiving, on the other hand, has some serious traditions behind it, particularly for those of us who are from New England. I'm fairly uptight about Thanksgiving, to the point that I shudder at the sight of macaroni and cheese, collared greens, or any other non-traditional food on the table for that meal (not in my house, of course, but if I go to a party or potluck, I must often endure this sight... ;).
So, for us, there is no baking day, no making of paper chains (although we enjoyed this as children) or stringing of popcorn, and no religious observation at Christmas time.
The magickal night for our family is Solstice, when we observe the longest period of darkness in a 24-hour day, waiting for the sun's light to return. This is symbolic of the rebirth of the God from the Goddess. Modern Pagans such as myself refer to this holiday by a variety of names, including Yule and Midwinter.
The evergreen tree decorated with lights is a reminder that life never ends, but merely sleeps.
Next year I hope to start actually incorporating some crafty traditions into our winter holiday season. I would like to develop some additional Solstice traditions (besides placing a candle in the window in honor of the sun, watching for the sunrise, and having a ritual to honor the Goddess and the returning God) to pass on down through the family.
Telling ancestor stories at Samhain (Halloween) is probably my favorite tradition of all time, but it might be nice to also pass along such stories at Midwinter.
May your winter holidays, no matter what you choose to celebrate, be lovely, filled with light and warmth, family and friends!