Being Swedish gives a semantic twist to this question.
The Swedish word for Christmas is "Jul" (yes, the same word as Yule with different spelling) i.e. the holiday is not semantically tied to christianity in any way. It has been celebrated with christian overtones since a few hundred years back, but was celebrated without any additional christ for long before that. Jul was obviously such an institution in Scandinavia that the word could not be exchanged for a more christian-sounding one. Not even the christians celebrated the midwinter as Christmas until it was decided sometime in the sixhundreds that it was to be celebrated on the 25th.
So the question is, do I refrain from celebrating the midwinter festival because of some feeble attempts to usurp its meaning and bastardize its message?
Hell no.
Do I avoid any christian connotations in my celebration? Again, hell no. The ones I was brought up with, in a very secular country, were obviously nice or they wouldn't have stuck.
I will adorn my window with the paper star lamp and put up an advent candle holder. I will light a candle for each Sunday from the first of advent because it is bloody cozy with lit candles, and I enjoy it the same way I enjoy a Christmas calendar - as a pleasant form of countdown. I will up my Bach and my Händel consumption to near fatal levels and I actually even kind of fast from first of advent up until Christmas eve. (It's a good idea if you plan to stuff yourself the way I plan to and it adds to the anticipation.)
The Yule I celebrate has borrowed from several traditions. On the 13th, I will celebrate the saint Lucia. A catholic tradition still practiced in a secularized country of the protestant denomination. Protestant christians in Sweden celebrate this day as well despite saints being a catholic thing. The reason we do is that the pre reform-church couldn't discourage the trick or treating slash caroling that was traditionally done on this day, so they slapped a saint onto it to avoid having to enforce a ban. This tradition has survived two conversions and it will whatever you call the day, unless it is crushed by force. So what did the scandinavians do? They kept celebrating the day, incorporating the story of st Lucia into it, because everyone likes a bit of gore. (While Lucia's maidens (tärnor) wear nothing, or tinsel, around their waists and nothing, or tinsel or wreaths on their heads, Lucia wears a candle wreath - because the story goes she was burned - and a red satin or velvet ribbon around her waist - because she was cut in her stomach with a sword.)
Melding the story with the tradition, Lucia was suddenly named lightbringer and harbinger of days becoming longer and so the songs associated with celebrating her have taken this on - effectively making the catholic saint Lucia into a sun-goddess in her own right, cutting her loose from christianity and in effect forming her own cult, at large once a year.
The tradition did not die from the usurpation, it changed slightly and kept going. Kind of anthropological Darwinism. If a tradition is loved enough, and it serves a purpose, then it will survive. Slightly altered, but in essence the same.
No amount of crucified minor rebel leaders can change that.
Does anyone think that christians in 625ad said: "No thank you, I will not celebrate this 'Christ Mass' that you propose, it is clearly only a poorly disguised Saturnalia. And I will not partake in the Fabae Domine bread with hidden bean lottery, as we can all see that it is only a play on the word phoebe and you are all furtively trying to appease a sun god that we no longer believe in!"?
Celebrate your Yule any way you like. That's what I do.