Some things we have done since childhood (mass, big turkey dinner, Christmas candle etc).
Other things we have evolved ourselves - we travel to see family over the holidays but not necessarily on the Day itself (we take extra leave while DD is off school). While my family always opened presents in the afternoon, DH's opened them early in the morning - we do them in the afternoon when we are at home ourselves.
The new PJs has evolved from an idea I saw here a few years back, and it's now for all 3 of us having started with just DD. It works to relax and calm things before bedtime for DD.
We have an artificial tree for years that we travel (when we can't water the real one) - that will come out this year. But we have always had a tree since we had our own house (6 weeks before we got married and only DH in it with concrete floors and a camp bed, but we still had a tree!).
The KK between my siblings is new from about 4 years ago (or so) - a few of us talked about it for a couple of years before we persuaded my Mom (in particular) to do it - although why SHE was the sticking point I don't know, she's not involved!. This year is probably going to be the first year that spouses (now 2) will be included, but I don't think I have persuaded them to include fiancée's (2 more) or long term partners (1 - about to become engaged but the rest don't know that yet! and probably not by Christmas) this year - they will still get stockings though.
Bringing DD to the Live Crib evolved because she used to go to crèche for a couple of years near my office (both she and I moved within 2 months of each other when she was 2.5), which meant we walked past the crib a few evenings on our way to the bus. So when she was in school but coming in to the office on Christmas eve (which she did from not quite aged 1), she wanted to go see the crib then too.
Some things DH and I, and DD too for some, have discussed and agreed to try once, and kept doing it, or tried once and abandoned. Others have just happened and worked. Lots I have gotten ideas from here and just done them, and then they both want to continue them on. And some have come from our childhoods that we (1 or both) want to continue for DD.