We have gone down for the holiday stuff for the last few years, and this is what I still enjoy doing...
High Tea at the Grand Floridian, because you can have Tea while looking at a Giant, life size Gingerbread cottage inside the lobby, and lisen to Christmas music(live, some of the time...)
We go to all the resorts to see the new Gingerbread decorations each year. Like the Beach/Yatch club behind ECPOT has a Giant Choclate and Gingerbread Carsole each year, I think there is info on what each resort/hotel has someplace, but we just go and look for it. There are also 2 story tall Christmas trees in Animal King.Lodge, Wilderness Lodg., G.Flor, and lots of the other resorts.
ECPOT has times posted that has a Santa, or other holiday person, from each of the countries, they are Storytellers and each show is about 15 to 20 min. Of course they dress like the character from that country, and it is fun to hear about different customs.
ECPOT also has the Candlelight Pro. in the theater across from the USA building. There are sometimes special dinner seating so you don't have to stand in line as long to get a good seat for the show.
Each park has something special going on, I think there are holiday elements included in the different firework shows, some parades, and other things.
Hope this gives you a start...We head down Sun after Thanksgiving for a week!