A holiday tradition I really like is fire jumping! It seems to be an old tradition with European origins, still practiced in places like Spain and Iran. It's used sometimes around christmas in Spain as a means of symbolically guarding against illness, and for good luck. Iranian tradition is to do this late in the evening on the last Wednesday of the old year in order to take away bad luck and create a 'healthy red glow'.
I've done this once at IPC in Elsinore, Denmark and it was loads of fun! You'd be surprised how electrifying it can be to jump over a flaming pit!