My one exception is Christmas music. I would listen to that all year long if others would let me get away with it. And, many "Christmas" songs are actually just winter songs, co-opted by Christmas. So I don't feel bad listening to them after Halloween.
However, what little shopping I do waits until after Thanksgiving. I spend November being thankful for what I've got, not just the one day, and after that I feel I'm in the appropriate mood for Christmas since my wants list is very, very small and I realize already that my life is freaking AMAZING and I don't really need any more stuff, so anything I do get is a very small bonus. It's mostly nice to get gifts just because I know the other person took time to think of me and think of what I'd like and how wonderful is that, to know friends and family were thinking of you?
This also frees me to focus on the rest of the holiday. I love the lights, the cookies, the chilly weather, the stollen (
http://en.wikipedia.org/wiki/Stollen) my mom always made (and which I now make), the good cheer of people who aren't freaking out about consumer worries, the hope for peace in the future, and so many other things this list would be a mile long if I let it. I love Christmas. I just love it in December, the way we're supposed to.