I always do a cream cheese poundcake (it is requested by several realtives). For turkey day I made an old fashioned chocolate cake w/ chocolate frosting. I used dark chocolate instead of milk...and my oh my did my family inhale it!!!!! It was a lot of work but worth it.
I make cookies and fudge--moon cookies, pecan balls, and toffee squares
Fudge-wise, I do regular chocolate, chocolate pecan, peppermint, and sometimes butterscotch pecan.
I usually make fudge every year ... my family thinks it's my grandmother's secret recipe, but they don't know her secret recipie is the one on the back of the marshmallow fluff! I did loaded oatmeal cookies to bring to my kids last year, I may do something different, some things in the Martha Stewart mag I picked up looked yummy.
My family likes this rich chocolate cake I started making a couple of years ago. It is deadly and delish, but literally takes a half a day to make. It is seriously made from scratch, and everything has to be perfectly mixed. The chocolate frosting is homemade too....it's a chore but it is worth it!