What do you do to celebrate Christmas that is different from the way "the world" celebrates Christmas?

That has really been on my heart lately as now my boys are more aware of things and I really want to impress upon them that Christmas is about Jesus, not about goodies and presents and Santa. We already don't do Santa (per hubby's request actually), but I don't think the Christian life should just be about the things we avoid. I think even more so it should be embodied by the things we DO participate in. When I was growing up in a christian household, i knew Christmas was to celebrate Jesus' birth, but I really didn't see what we were doing to actually do that. We did Santa and had a tree and presents and basically celebrated Christmas just like many non-believers celebrate Christmas. I figure if we are christians, then the way we celebrate should be different. Does that make sense? I don't want to just celebrate Jesus and his birth with my words, but with my actions, too. This year I was thinking we could do advent and a Jesse tree. We never did either when I was growing up. In fact, I had never even heard about advent until a year or two ago and even that was just hearing the word, not really what it was about. I had never heard of a Jesse tree until this past week or so. It was suggested to me by a mom on Christian Homeschool Fellowship when I asked how I could do more in the home to teach my kids about Christ.

Since we don't do Santa anyway, I want zero Santa paraphenalia in my home. I'm not going to shield them from Santa Claus stuff outside the home, (How could I? It's everywhere!) but I do want to make it clear in the way we celebrate that Santa is not 'the reason for the season' and one way to do that that I can see would be to eliminate that icon (unless it is in a historical context) from my home. Truthfully, I don't really want ANY sort of icon or image that doesn't directly involve the biblical standpoint.

What are some things you do to put the focus on Christ during the Christmas season?