Going to see the Trans Siberian Orchestra has become a tradition in the past few years.  Older traditions stem from both family traditions that came with us as we made our own family and some we started by ourselves. 

As a little girl in Germany we always put a pickle ornament hidden in the branches of the tree.  When visitors came they had to find the pickle.  Once they did they were allowed to  take a candy cane off of the tree.  Our grown kids have carried on that tradition. 

One that I started was making a "gingerbread" style house that was made completely out of chocolate.  [I can post a picture if you'd like me to]  It was a decoration through Christmas and then the kids got to invite their friends over to eat it. 

Another tradition I started was to buy an ornament for each of the kids that had something to do with what they were interested in that year. ie: soccer, dance, skiing, etc.  I dated the boxes and when they married they got to take their ornaments with them.