Of course there are negative experiences of Christmas and other holidays, but that has nothing to do with the actual holiday and more to do with the fact that tose families are DYSFUNCTIONAL. Similarly the shallow, commercialisation of Christmas has nothing to do with the holiday itself, but more to do with how the big companies deform the meaning of it.
Personally, I never felt like I was missing out. When the other children were preparing for Christmas or Easter I would get to play Lemmings on the schools only computer: an old Apple Macintosh. I never had a computer at home so I couldn't wait for the holiday season so I could spend time on my own in the classroom playing computer games.
As for the actual holidays, I rarely spend them with my ultra-conservative parents (who one year took me on the ministry on Christmas Day). Apart from that year, I always spent the Christmas, Easter and Summer holidays with my more 'liberal' grandmother and aunt who invited most of the family for a turkey meal on Christmas Day. We'd watch all the Christmas films and pantomines, watch the Queen's Commonwealth speech and generally bond as a family. We even had Christmas crackers and sing the Christmas songs without any Christmas words in them (eg. Walking in the Air, Jingle Bells, Frosty the Snowman, Rudolf etc. - A song was fine to sing as long as it didn't have words like "Christmas", "Jesus", or "holy" in it). I'd buy my cousins small gifts and I would always get money to spend on what I wanted. We also have a crazy party on New Year's Eve, eat snacks and, when I was older, drink alcohol. We'd dance crazily to music and stay up to watch Big Ben strike midnight.
I always felt I missed out on birthdays though. I always spent my birthday with my parents and they never acknowledged it apart from noticing that it was the beginning of the new service year (1st Spetember). I missed out on attending my friends' birthdays too. When I was about 5/6 I asked to go to a party but my dad said" no".
Overal though I didn't really feel like I'd missed out on anything because I convinced myself that I didn't want to clebrate these things anyway. I was very good at actually believing that I didn't want to.