From other threads it sounds like lots of people are trying to create new traditions for their families.

I thought we could maybe share some of our ideas here!

I grew up attending Christmas eve service at a UCC church, but my family has since stopped going and moved toward a more secular holiday celebration. I talked with my mom about ways to keep the magic of Christmas without the service that I remember from my childhood (candles, songs, getting dressed up, etc.).
We plan to focus on making Christmas about warming ourselves (literally and metaphorically) as we prepare for the cold winter ahead, and a celebration of nature and winter time (my family loves winter). So we are going to create a nature table (bringing elements from the outdoors into our home, creating a tableau of "winter time"), and when my daughter is older we are going to have a bonfire!
We will still do Santa, and sing Christmas carols, and read special stories, and have a special meal on Christmas eve.

For anyone interested, I found this article: http://theparentingpassageway.com/2008/12/07/advent-and-other-winter-celebrations-within-the-waldorf-home/
to be very helpful as I was starting to think about this stuff. Here is a quote: "you can choose the festivals that resonate within you and your family in this season and little by little, year after year, bring them to light"