If you like traditional celebrations then Mexico is a good place to be for the Holidays. The activities revolve around Christmas but as with many “religious” practices over the centuries many different elements have come into play to make these truly unique celebrations.
In Coatepec children participate in a pilgrimage that I have not seen in other parts of Mexico. Sometime in the days before Christmas, usually on the evening of Dec 16th, groups of children go door to door carrying a decorated tree branch, singing songs and collecting money. You have to pay to hear a song. These groups can get a bit rowdy and when I have asked them to describe the meaning of what they are doing they usually draw a blank as do most of the adults. I gather that this is a mixture of Mary and Joseph looking for shelter (traditional posada) and a caroling activity (with a hint of Halloween). I would be curious if anyone has seen this anywhere else?

This door to door pilgrimage of children in Coatepec has almost totally taken the place of the more somber posadas that are common in most Mexican towns. These posadas begin nine days before Christmas. Older children dress up like Joseph and Mary and lead the younger neighborhood children from house to house singing a request for a place to rest. There are singers inside the houses they pass who are programmed to sing a refusal of lodging. Finally, they arrive at a house where they are received and refreshments are served. Usually, there are several piñatas filled with wrapped candies and small toys. The kids, one by one, are blind-folded, given a strong stick and allowed their turn at whacking the piñata until it breaks and the toys and candy spill out.

Christmas Eve celebrations took on a new patina for the indigenous people of Mexico about 6 years after the arrival of the Spaniards. Enough natives had been converted to Christianity that the Church felt a need to provide a special mass. This was the Misa de Gallo (the mass of the rooster) which was held at midnight. Elements of the traditional fiesta for the God of the Sun Huitzilopochtli were incorporated into this new celebration and came to include fireworks, sparklers, posadas, fruit based punch, tamales and indigenous dances. Today then, the evening and night of the 24th is when the main Christmas activities take place in Mexico.
December 28 is known as the Dia de los Inocentes (Day of the Innocents), although a more accurate name might be December Fool’s Day. The tradition on this day allows one to borrow something and never return it and is a day filled with jokes and requests all aimed to convince the naive of lending almost everything.
It is believed the custom originally recalls King Herod’s instructions to kill all the newborn children in order to destroy the infant child god. It is typical of Mexico and Mexicans to laugh in the face of tragedy, to challenge the fears which intimidate.
In Victorian times, friends would send one another elaborate notes detailing some great tragedy or horrible problem requiring them to borrow sums of money, tools, or household items, much like an April Fool’s prank. When the friend, forgetting the day, would respond, the prank player sent a gift of sweets or miniature toys in memory of the Innocents lost to Herod with a note saying “Innocent little dove who allowed yourself to be deceived, knowing that on this day, nothing should be lent.”
On New Year’s Day as one heads down a street the way is often blocked by a twine which is raised up to prevent passage. There is usually a stuffed manikin of an old man perched upright by the road who represents the old year. It is he who is exhorting a fee for passage while a group of giggling children are hiding behind the figure. A few pesos dropped into a small outstretched hand assures a safe journey onward.

Mexican children can hardly sleep the night of Jan 5th since the next day is Los Reyes the day when the Three Wise Men pay a visit to the household to leave off presents. Before going to bed the children place their old shoes under their bed or in the living room, where the Wise Men will leave them their presents. Just like children in the States anticipate the arrival of Santa on the night of the 24,th Mexican children, on the eve of the 5,th often place outside the house some hay and a bucket with water for the animals, and even some cookies and milk for Melchor, Gaspar and Baltasar.

Adults celebrate the Epiphany with a traditional evening meal always ending with the Rosca de Reyes, an oval sweetbread, decorated with candied fruit which is eaten with a mug of steaming hot chocolate. Hidden inside this delicious sweetbread is a plastic figurine of the Baby Jesus. The Baby is hidden because it symbolizes the need to find a secure place where Jesus could be born, a place where King Herod would not find Him.
Each person cuts a slice of the rosca . The knife symbolizes the danger in which the Baby Jesus was in. One by one the guests carefully inspect their slice, hoping they didn't get the figurine. The one who does is required to host a tamale party on February 2 to celebrate the Dia de la Candelaria.

Thus, if you are in Mexico from early December to the beginning of February you will be able to enjoy over two months of tradition, fiestas, and fun.