If the weather is cold enough in the Netherlands, the canals freeze over. People then walk and skate over them - stands are set out and even chestnuts/donuts are baked/fried in flaming oil drums on the ice (they get shifted about periodically). It's reminiscent of a carnival atmosphere and lots of fun.
I spent a few Christmases on the outskirts of Rotterdam as a child where we celebrated with my mother's best friend (another Spaniard) and her Dutch husband and children. Unfortunately this means I am pretty unqualified to comment on where one should go or stay - it's not the same when you're a tourist to being a guest at someone's home.

Unfortunately you will have missed Sinterklaas, as he rides by with his assistant on the 5th December.

The first few hours of the New Year are heaven for pyromaniacs. Blazes appear everywhere (usually fuelled by old Christmas trees and junk) and the sky is peppered with fireworks from intensely keen and noticeably unsober amateurs. Wrap up warm, but be sure not to wear anything overtly flammable that night as fireworks can go astray. The air smells of gunpowder and donuts.