For Christmas Eve we say the Rosary before we open our gifts. Then we either go to one of the night masses (midnight Mass) or Christmas Mass the next morning and we do stockings that day. We like to do all the gifts the day before Christmas so we can preserve what Christmas day is really about.
During advent we do the prayers and the candles and we try to go to as many masses as possible and we also start getting out the Nativity scene and just about every day or so we add a piece. One year we had the wise men travel around our house for their journey to visit the baby Jesus. Oh and we don't turn on our Christmas tree lights until Christmas day.
Also for St.Nicholas day in December we put our shoes out for a small treat.
I am interested in hearing about some Thanksgiving ones.
for Thanksgiving, we have a plain creme colored tablecloth that we trace everybody's hands who are present for the meal - name and age inside the outline of the hand! After about 5 years, the tablecloth is almost full and it's great to look back at the years past every time we take it out!!