New tradition: Trading off Christmases—one year you'll be with your family, the next with his.
This is a great solution if your families don't live near you. While you were dating, you tried to please everyone, attempting to spend significant time with both sets of parents, as well as extended family. The reality: Everyone felt short-changed, including you.
Though you'll miss seeing your parents in the off-year, you'll be less stressed and able to enjoy the holiday without the added pressure of staring at a clock ready to race out the door for your next visit. (And hopefully you'll see your families at other times during the year.)
New tradition: Spending a few hours doing holiday activities away from family.
It turns out that his family doesn't make a big deal about Christmas. And yours does but you're staying with his peeps this year, which makes you sad. That's why you need to create your own Christmas magic, and elves aren't even involved! Plan to sneak away from his folks for awhile:
Go to a Christmas choral concert, take a peek at thrilled/terrified children on Santa's lap at the mall, drink eggnog by a restaurant fireplace, or do whatever puts you in the Christmas spirit. Even when you're spending the holiday with your Christmas-loving folks, continue this cozy tradition getting away during family downtime for some holiday cheer that's only for two.
New tradition: Having a tree-trimming party in your home.
You feel badly that you never spend quality time in your own home during the holidays. Between family visits, work parties and shopping, you haven't had time to put up a tree.
Make merry and invite friends and family to hang ornaments (some from your childhood, some from his, and new ones you bought together) and create custom ones with paper, glitter and markers. Make a pot of chili, ask everyone to bring drinks and sing Christmas carols together. Extra points for having A Charlie Brown Christmas on your TV in the background.
New tradition: Displaying both a Christmas tree and menorah to honor your interfaith beliefs.
You're Jewish, he's Catholic but there's no need for one holiday symbol to dominate your home. And since Hanukah usually comes earlier than Christmas, you won't have to decide between the two as far as celebrating.
New tradition: Donating money to charity that you would have spent on gifts.
If you feel Christmas has become too commercialized, save your credit card for a donation to a worthy cause. A cashmere sweater may feel great but the satisfaction of knowing you helped mankind will feel even greater.