Last year we started our very own Polar Express themed tradition for Christmas Eve. You can read about it here. The kids (& the grown ups) thoroughly enjoyed the experience and I'm looking forward to repeating the trip in the future. This year the kids are with their dad on Christmas Eve, and I'm not sure what he has planned.
Another tradition we have is Elf on the Shelf, and this year it's been a big hit. Every morning the kids have been super excited to search for Buddy and to see where he's hiding. Our elf isn't very cheeky (I don't want to give them ideas!) so basically he just has a different hiding spot each day. As they get a bit older I might get a bit more creative with the ideas!
One final tradition is that each year, in the run up to Christmas, we watch Prep & Landing. The kids absolutely love this cartoon, as do I!