The things that have become a tradition for us:
On arrival night we eat dinner at Chef Mickeys. We then walk over to the MK and see the fireworks. We did it on our second family trip so we could start the trip out with a bang, and it was just so much fun and set the perfect mood, that we've done it every trip since.
Every trip my kids go to the Harmony Barber Shop and get a haircut with colored Mickey head and Mickey confetti. No special day on the trip, just when we can fit it in.
The other thing we must do no matter what is to have a character breakfast before we leave on departure day.
I think your traditions kind of find you, but it is nice to have an idea of things to try to pick one from. I know people who pick out an ornament for every trip as a family keepsake as a tradition. I know people who get a picture taken at the same place in the same pose every year.