I practice no religion, and consider myself an atheist.
I feel there are sound arguments against the existence of a god - any god - and I am yet to see anything to the contrary. Further, I feel that Christianity in the West has lost its purpose. Religion no longer has an active role here, politically or culturally. It is all about personal development, exploration, faith. These are modern values which conflict with the doctrine that truth should be self-evident.
I would question whether we even celebrate Christmas as a religious event as much as a traditional festival like Yuletide.