I like Halloween a little because it celebrates the macabre, disguises, and mischief. Not sure that I'll dress up this year though. I like Thanksgiving because it's being around my extended family. So I like my harvest festivals the most, I suppose. Fall is probably my favorite season, so that's not surprising.
Christmas has too much mandatory cheer, and I can take or leave that. Plus people say it's about giving and not receiving, but fuck it, it's about receiving. If it was about giving, at least in the U.S. today, the primary activity would be volunteering at a soup kitchen or something, not getting presents. Although I do like lights and decorating trees. Mostly, if I'm in a crappy mood, I don't like everyone just telling me to feel better, and that's what the Christmas season kind of is. Especially because there is usually drama, and I think the emphasis on pleasantness paradoxically makes things less pleasant.
I don't mind Valentine's day. If I'm in a relationship, it's nice. If I'm not, I kind of just don't pay attention. I might get some cheap chocolate the day after though.
It amuses the shit out of my to overhype Groundhog Day, though. We need more animal prognostication-based holidays.