Growing up we often went to Midnight Mass at our church. I thought it was a wonderous time, let alone the thrill of actually being allowed to stay up that late! We continued the tradition with our children as they got older. We loved going to the Cathedral for Midnight Mass...it was even more special because the priest/later bishop was a good friend of ours (and still is, but is no longer in our area), so that added to the specialness. The Cathedral has always been especially beautiful at Christmas time. My grandparents often went to the Cathedral, so I was used to going there since I was a young child.
When our children were small, we went to the Children's Christmas Mass where our children would either be participating in the Nativity scene or in the choir. Those were very special times, too.