My dogs get great treats on a daily basis (its a bribe to get them into their room without a fuss so I can leave for work on time-hey it works), so we don't usually do anything different for Christmas, except cook them special, delicious pet friendly meals.
As for toys, they are Labrador/Pitbull and the only things we find durable enough for them are Kongs and Nylabones, and a rope to tug (but that has to be supervised or the little rascals will eat the darn rope...the proof is in the rainbow poop!). Every so often we had a new one into the rotation, so they will each likely get one of those this year.
Last year, we gave them a dog park-ie we fenced our backyard. most expensive Christmas gift EVER! haha