Starting traditions

I love holiday traditions!  I am so excited to start our own family traditions and continue ones from our childhood that we loved.  When I was young, every year at Christmas we did an ornament exchange, baked Jesus a birthday cake, left a note and food for Santa, and got to open one gift on Christmas Eve which was always a set of pj's to wear that night.  I feel like I've come up with a new idea every day and I need to start narrowing them down to the best.

Some of my ideas:

-Buying a bag similar to this one that Santa leaves out for Brady each and every year.  Maybe it will hold a certain thing each year or maybe we will always make it the last present he opens.

-Elf on the shelf.  Am I the only person that's never heard of this?  It seems like such a cute idea.

-Advent calendars
-Baking and taking treats to our family and friends
-Going out to pick and cut down a real tree
-Buying Brady a special ornament each year

I'm sure I'll probably come up with even more ideas before Christmas!  Do you all have any awesome holiday traditions I should add to the list?  What were your favs when you were young?