I have to say that the majority of traditions that mark my holidays come from Truman Capote's "A Christmas Memory". The roots of placing the cards I receive on my front door for the coming year can be found in this passage, I've no doubt.
"The black stove, stoked with coal and firewood, glows like a lighted pumpkin. Eggbeaters whirl, spoons spin round in bowls of butter and sugar, vanilla sweetens the air, ginger spices it; melting, nose-tingling odors saturate the kitchen, suffuse the house, drift out to the world on puffs of chimney smoke. In four days our work is done. Thirty-one cakes, dampened with whiskey, bask on windowsills and shelves.
"Who are they for?
"Friends. Not necessarily neighbor friends: indeed, the larger share is intended for persons we've met maybe once, perhaps not at all. People who've struck our fancy. Like President Roosevelt. Like the Reverend and Mrs. J. C. Lucey, Baptist missionaries to Borneo who lectured here last winter. Or the little knife grinder who comes through town twice a year. Or Abner Packer, the driver of the six o'clock bus from Mobile, who exchanges waves with us every day as he passes in a dust-cloud whoosh. Or the young Wistons, a California couple whose car one afternoon broke down outside the house and who spent a pleasant hour chatting with us on the porch (young Mr. Wiston snapped our picture, the only one we've ever had taken). Is it because my friend is shy with everyone except strangers that these strangers, and merest acquaintances, seem to us our truest friends? I think yes. Also, the scrapbooks we keep of thank-you's on White House stationery, time-to-time communications from California and Borneo, the knife grinder's penny post cards, make us feel connected to eventful worlds beyond the kitchen with its view of a sky that stops."
It used to be for many years I would host a gathering at this time of the year with a dinner proper, and then I would read to whole of the story to my guests. If you're looking for a tradition to share with friends, this might just be the one to start!