Did he have any favorite traditions at Christmas? Favorite movies? Favorite activities? Favorite restaurant? Favorite treats? Maybe you could designate a day to celebrate in his honor by doing something he would have loved. Put it on the calendar and invite whoever you would like to share it with (ie family members, close friends, etc.).
I know every situation/family is different so what works for one doesn't work for another, but I know of several families who come up with a charitable idea in memory of a loved one who has passed on. For example, I know one family who lost a son and every year they do a toy drive in their son's name. They collect brand new toys and then donate them to a children's hospital to give to their inpatients. Something like that doesn't take away how much you will miss him, especially during the holidays, but maybe doing something like that in his name would be therapeutic, and certainly a way to honor him and his life.
I agree with what others have said...your family needs to decide what you are comfortable with doing or not doing. There is no right way or wrong way, do what works for you.
I am so sorry for your loss. My heart goes out to you. I don't know if you are Christian or not so I'm not sure whether to say this or not. (I would never want to show disrespect to the beliefs of others). But I guess I'll say it anyway. I definitely have a strong belief in life after death and your stepson is probably closer than you think. I hope you can feel peace during this difficult time and feel the love of those around you here on earth, as well as from those in heaven.