1. Watch holiday movies.
2. Make homemade ornaments (there are lots of simple ideas online).
3. Drive around/walk around and look at Christmas lights.
4. Sing Christmas carols or turn on some Christmas carols and dance together.
5. Act as "Secret Santas" and leave goodies and/or gifts on the porches of neighbors or families in need.
6. Similar to the idea above, find an Angel tree that you can participate in, it would be fun for your kids to pick a gift for a child around their age and "help" you wrap it.
7. If you are burned out on making cookies, make homemade play dough (many recipes can be found online). Color it red and green, add some fine glitter to it, roll it out and use Christmas cookies cutters to make play dough "cookies" for fun, you can use them for a pretend tea party!
8. Read Christmas stories together. You could buy some Christmas themed books and wrap them, then in the days leading up to Christmas your kids could unwrap one a day and you can read them together.
9. Buy some advent calendars with the small chocolates inside, it is so much fun for kids and really a small amount of sugar per day.