Christmas is all about sharing
Make Christmas special for someone this year. Distribute gifts in an orphanage. Organize a Christmas dinner for those who cannot afford it. Celebrate Christmas in an old-age home. Organize a Christmas party in the cancer wing of a hospital. There's so much you can do for the less fortunate ones. Giving back holiday traditions not only make others' lives better, but will bind you even more with your family.
Get your creative juices flowing
Have a craft contest for all the kids of the extended family. Give away attractive presents as prizes. You can have them make Christmas cards, family scrapbooks (it'll make the elders very happy), puppets, reindeer ornaments, etc. Start this as a family tradition and have a different contest every year. Save the crafts so that you can reminisce about the wonderful times you've spent with your family.
Cooking together is one of the best holiday traditions with family. Make your Christmas special by involving every member of the family to contribute for the meals. You may even have a cooking contest. Check who bakes the goodies the fastest. Laugh about it later, and sit down to an enormous, home-cooked meal of cookies, cakes, whipped cream, buttered baked potatoes, turkey, corn muffins, chicken pies, etc.
Plan unique holiday vacations
Christmas is an obvious time for family vacations, of course, however, how about some different places to visit instead? Like a local winery or a farm. This is a great Christmas tradition to start with your family; it's less expensive than a resort, and you get to learn a lot of stuff. You could also book a mountain cabin and go snow-sledding, or book a trailer and sit by the fire (a great idea if you are newly married), or get to a quiet place with a beach.
Nothing like presents
Most Christmas traditions involve giving presents on the twelve days, or letting children open presents first. This year on, let the elders of the house open the presents first. Make them feel loved, feel wanted. Give them homemade presents like family photo collages on blankets, personalized journal with family photos, gift baskets, complete with grandpa's favorite watch and grandma's special pies, customized fitness options, etc.
Make an Advent activity list
An Advent calendar is a common Christmas tradition, where people find a variety of things to do with their families, every single day. Make it special by incorporating some unique activities. Let the kids listen to grandpa's special stories one night, let the youngest child of the family leave a note for Santa, have a night of family Christmas games, a night of singing carols together, a night of making Christmas ornaments, a night only for baking goodies, etc.
All about children
A Christmas tradition with your first baby is very special. How about having your baby's footprint/hand print on a huge bauble? Or, dress up your child and click a picture of her/him under the tree, with all the gifts. It indicates that your child is a Christmas present from God. An even more poignant tradition is to make Christmas special for your pets; spend time with them, bake them goodies. They are, after all, a very important part of the family.
Go and watch the town's local lighting. Buy stuff from small roadside Christmas stores. Visit church everyday and light candles together. Make a special ornament for kids. Have a special family photoshoot. Involve children to decorate the Christmas tree. Watch movies with the entire family. Attend local Christmas plays and concerts. Have a snowmen building competition. Make gingerbread houses and hot chocolate. And, there are so many more.