We spent yesterday getting ready for Advent, by making our wreath and making some Advent treats.
Sometimes I think I like celebrating Advent even better than Christmas. There's no hype, or unrealistic expectations, just a time to remember that Jesus came once, and will be coming again. I also like all the symbolism of Advent. Protestants tend to get away from using any symbolism, and I think that's too bad. The world is full of secular images, and if you aren't doing anything to contradict that, it can be hard to teach your children to live a life that is different than what the world promotes.
In our house we do not make believe about Santa Clause, but instead we do things like celebrating Advent to make the Christmas season special.
This is a very informative web site for learning more about Advent, and other religious holidays.