We started doing our UIL march, a non-holiday themed song (sometimes not even winter themed), and one holiday song (usually a novelty type song). This gives everyone a chance to participate and if they don't play the holiday song, it's fine. It's worked for us for about 10-12 years. Also, we had to stop doing a patriotic themed concert at the end of the year because a couple of families protested. Funny enough, these families that protested never showed up to any concert, regardless of the theme but we still had to stop doing the patriotic concert.