In my own personal liturgy, I like to mark the beginning of the Christmas season with St. Nicholas day, which is tomorrow, December the 6th. The celebration of Saint Nicholas is where the contemporary conception of Santa Claus, presents in stockings, and much of the gift-giving in general originated (as much as we'd like to give credit to the Magi and cite them as justification, St. Nicolas brought gift giving into modern practice).
I think my ideal gift-giving pattern for the holidays would be to stuff shoes or stockings on St. Nicolas day, and then on Christmas Day proper only have a few select gifts. But until I'm, say, a parent, I don't think I can pull off stealing my friends' shoes and sticking candy in them, even though I desperately want to every year.
In the meanwhile there's still all the food! Making cinnamon-sugar walnut candies, sticking cloves in oranges and hanging them about, drinking wassail, the chocolate wafer log, hot chocolate, pudding, cakes, cookies, tarts, and pies! I suppose there's a reason it's a "feast day."
Another reason I love the season is the freshness it brings into homes. The smell of cinnamon, peppermint, apples, and cranberries is amazing. But then you add the garlands, poinsettias, and fir trees, which bring a whole other set of smells, and make the home look more alive. Maybe I just like plants, but I don't think I'm the only one.
A third reason is the colors. Green and red happen to be my favorite colors, and since they evoke associations with Christmas, most of the year they are considered to be tacky together. But at Christmas, I can bring together the deep green shades of garlands and fir boughs with the rich reds of ribbons, candles, etc. and trim it all with shades of white and off-white, silver and gold, and it can be quite beautiful and tasteful.
Finally, there's the general friendliness and goodwill of people in the season. There's a fair amount of grumpy I've-got-to-get-this-present or I-just-don't-like-Christmas people, but for the most part, people like to eat, celebrate, give and get gifts, no matter their religious inclinations, so they tend to be happier and nicer in general. Unless, of course, the stores start playing Jingle Bells on November 1st, in which case everyone gets Christmas burnout.