The kids and I also took in a couple of fun local events that we'd never attended before this year. Unfortunately the camera wasn't behaving for either of them so hopefully these links give you an idea of what we saw.
First we attended Christmas in the Air at the EAA museum. There were various musical groups, chocolate tasting, dancing girls, and silly elves that put on a skit. It was cold, snowy, crowded, and yet enjoyed by all.
We also attended Tuba Christmas at Fox Valley HS. Tuba Christmas is a bunch of tuba and other low brass instruments playing Christmas carols while the audience sings along. The event started many years ago in NY but has spread across the country. The concerts are free and really fun. I'd recommend tracking one down in your local area and experiencing one yourself.