We celebrate St. Nicholas, too. The kids put out their shoes the night before, and dad writes each one a note, pretending to be The Saint Himself. They get a real kick out of it, wondering "How does he know?!"
We also are trying the 25 days of a spiritual Christmas crib (from Finer Femininity website) this year as well. I think it's something we'll continue in future years.
And of course, the Advent wreath!
Usually we just spend our time baking cookies and getting gifts ready. Then, on Christmas Eve, my husband and children go get the tree and we decorate it and the house with Christmas carols playing (finally!--we don't play them until now)...we open our Christmas cards in the evening after supper. Then we go to Midnight Mass and go to bed. We only do stockings and grandparent gifts on Christmas Day, preferring to keep as much of the spiritual as we can. We celebrate Epiphany on Jan 6 by exchanging gifts then. We try to do something for each of the 12 Days of Christmas as possible. It works for us!