In our house we celebrate all through December. We celebrate Hanukkah, Nikolaus, Christmas, and with advent calendars and the little elf.
This year, I built a menorah for Laura using an ATtiny2313 and some LEDs. There are some very nice instructions and code available for the project on Evil Mad Scientist Laboratories. There's also a kit if you don't happen to have all the necessary parts lying around.
If you decide to make your own and it's your first time programming an AVR, Lady Ada has several nice tutorials on the subject.