Get out a puzzle for them to put together. It is a family tradition at our house and it really keeps everyone occupied so mom or dad can get things ready for Christmas. We also set up a nativity set that is especially good at keeping smaller children occupied. Have a non-breakable set that is all their own. They can arrange the figures and move them around. Play Christmas songs or read the story of Christ birth while they work.
Cookies, gingerbread house, family Christmas movie, I like to go to a Festival of Lights, ice skating, hanging Christmas decorations, decorating the tree, going around and watching Christmas lights, having a fire, hot chocolate... Lol the list goes on