Personally, as an individual, I celebrate the Saturnalia, an ancient Roman feast day/festival in honor of Saturn, the god of agriculture and sowing. In addition, there's also another feast day called Ops, in honor of Saturn's sister/wife Opalia, an earth goddess and a symbol of fertility.
I've learned that not too many people know what Saturnalia is, except for Latin and mythology students.
Fun thing about Saturnalia: Some people believe that this is the holiday that the Christians adapted to form "Christmas". I don't know how true that is, but it's an interesting thought.
In addition, I celebrate Christmas with my family, though the holiday holds no religious meaning to me. It merely serves as a special time to
really embrace and display generosity, family and friendship...
though, I must say, I'm feeling anything but generous to the store customers. I'll never understand what it is about this time of year that turns ordinary people into kamikaze shopping jerks.