I have always tried to bring DD into town for a "girls shopping trip" midweek in December - collected after nap time from creche, or after school. I do my own shopping at other times - it's to allow her to get what she wants for others (I usually give her the money and let her do the transactions too), but its also a chance to have a nice hot chocolate and cake stop somewhere to watch the hustle and bustle, enjoy the decorations in town, and go visit the "Live Crib" outside the Lord Mayor's House.
Our box of Christmas Stories (built up over a number of years) only comes out in December - a mix of short ones and longer ones(Christmassy Mr Men, Thomas the Tank and other young DC types), a French one about 24 mice doing different things every day throughout December, a couple of anthologies etc. And some DVDs in there too that DD could watch in afternoons or at weekends. It goes away with the decorations in January.
On Christmas Eve, we have a few specific ones.
I usually have to go into work for a short while, so DD comes with me and DH meets us in town afterwards for nice lunch and any last minute shopping. If not, we tend to go to the Christmas Eve swim in aid of the RNLI and catch up with friends at the sailing club. (Or else we are visiting DPs and DMIL, so its a chaotic day of visiting all houses and usually doing lots of jobs for both).
DH and I always do the prep for Christmas dinner (peel veg, make stuffing, make turkey neck stock for soup etc) in the afternoon at home, and DD has always made cookies for Santa at the same time. With lots of help initially, now she does it all herself. We always use the same simple recipe, which only needs a bowl and spoon not the electric mixer. And one that can be made earlier - so I always make a batch earlier in December and only bake half, freeze the other half - which can be just thawed, sliced and baked on 24th if we don't have time or energy for proper baking.
After a dinner which is a cold buffet on the table for everyone to pick what they would like, we go into the sitting room and the youngest (DD) lights the Christmas candle - a red pillar candle that traditionally goes in the window to show weary travellers that there is room in our "Inn" if they need it (Irish tradition) - we put it on the mantle over the fire. And we take a few minutes as a family to reflect on the good and bad in the year just finishing, remember family and friends who have died, and any new arrivals, and (twee though this sounds) basically counting our blessings, with a short prayer to finish to make the season of rebirth and renewal.
After that, we take out our version of the Christmas Eve hamper - new PJs for everyone, a festive bath bomb each for DD and I (and a nice shower gel for DH), a Christmas craft beer for DH, naice hot chocolate for all of us, DD's snowman covered hot water bottle, her plastic santa plate and glass, and her stocking, and our family copy of Twas the Night before Christmas. (HWB is years old and used all winter, plastic crockery are from her toddler days and while they used to be used all December, they now mostly just get used for Santa's snack, stocking and book are both the ones that we got for DD's 1st Christmas - and the rest are new but we'd use them anyway in winter).
DD lays out the stocking and cookies and milk for Santa, then goes to have her bath. In her new PJs, she has a cup of hot chocolate, and then I read the book to her in bed (even though she has long since grown out of regular bedtime stories).