My fondest memory is of the years that our family friend and his sons would arrive on Christmas Eve with their horns, playing Christmas carols on the front steps. Some years, large flakes of what I call "Hollywood" snow would be falling behind them as we opened the door, and it would feel like a scene from a Bing Crosby movie. We'd invite them in, the adults would share a drink or two, and my cousins and I would play with his sons. Then they'd go home and we'd try to go to sleep.
We've built our own holiday traditions over the years, some of them wonderful...but the one thing I always miss on Christmas Eve is the Christmas-caroling brass ensemble.