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this is how it was done in my family. we celebrated christmas, but also winter solstice, hanukkah, santa luccia's day and other cultural traditions as well. my mother used it as a chance to teach us about other cultures, we were a non-religious household, but taught about many religions and cultures. as little kids we believed in santa, and as we got a little older we learned about protecting another's innocence by graduating from the little kids who believed, into the older, more mature kids who helped make magic happen. in a way, inclusion in the magic making group was a rite of passage.
there was no harm done in creating a magical experience for my younger brothers and sisters. there was no betrayal in my father's standing out on the slow covered lawn in the dark, shaking the reindeer bells and going "Ho HO HO!" I clearly remember the day my youngest brother, then perhaps 5, came to me and said, in a whisper with a conspiratorial and knowing look on his face, "I know that's dad out there with the bells, not santa. But don't tell him I know, because I think he likes doing it." it was not a lesson in betrayal at all, but one in consideration for another's feelings and needs.
FWIW, I think teaching kids about Santa is not about lying to them. it's a fairy tale. it's no different than peter rabbit... it's a story, one they don't differientate from reality when they are small, but discover, often on their own, that it is just that... a story, a fairy tale. we've all had fairy tales that we believed into adulthood, sometimes to our great detriment. I think it's a useful skill to have learned that things we once believed to be true and real can turn out to be fairy tales. it's a transition we'll need to make more than once in life.