Any fun traditions? I know a couple who have their kids write the letters and then they send them to the North Pole via a helium balloon. I think that's fairly creative.
When I was a kid we would write them and then Dad would have let the fire in the fireplace die down to coals and he would throw them up the chimney. They would get stuck in the damper and burn up I guess. We never had one fall out once it was successfully sent up Santa's mail tube.