My tradition is to buy a Disney ornament with the year on it. Each year, I buy a new ornament with the year on it to signify something big that we did or that happened in that year (new house, new pregnancy, or a vacation spot are some that I've used). The last time, I also bought a second ornament that didn't have the year on it since I thought it was nice and different. It is a Mickey Santa hat ornament that goes over a mini light bulb from the tree to make it glow red.
DH likes to get a tee shirt or 2. We also like to collect the pressed pennies. Other than that, we don't have anything that we buy trip after trip.