We always have Hot Buttered Rum while we watch the parade. That's probably the tradition we are most committed to...
I do go out alone on Black Friday. I started doing it one year when I happened to wake up at 4 in the morning and couldn't get back to sleep. I find now that the shops open on Thanksgiving night, it's actually pretty calm between 5-7 on Black Friday. At least here, it seems like that time is mostly people like me who just want to hear the first Christmas carols in the mall, people wearing matching elf ears and Christmas tees, drinking their first sips of peppermint mocha of the season. Things start to get crazy as it gets light out, I get in my car, hit the drive thru Starbucks and bring mochas and cocoa back to my guys.
Then we go get our tree. We always waited to get our live tree, afraid it would dry out. But then a couple of years ago my husband read in This Old House or somewhere that since the November trees are cut at the same time as the December trees that they actually dry out more if you leave them in the lot than if you bring them home in November and keep them well watered. So we've been getting our tree the day after Thanksgiving and leaving up until January 6th ever since then and it looks great!