Christmas traditions

My wife and I are heading into our sixth Christmas as a married couple and we have had the, sometimes unusual, situation of having no immediate family here in Arizona with us. We have really relished the ability for us to form our own family unit and develop our own sense of being, but with that comes the fact that all family traditions are out the window...or at least are up for debate.

We have been in a fluid state of motion over the past six Christmases trying to nail down what our family Christmas tradition is going to look like. It has developed into spending the entire day in our pajamas and ordering pizza. This year, it is mutating to "build your own pizza" and making gingerbread houses.

Anyone else out there been wrestling with starting their own holiday traditions?