My sisters and I went shopping on Christmas Eve because we love crowds, and angry salespeople, and waiting in ridiculous lines. If you go into these situations knowing how terrible they are, they actually become amazing. Playing games like, "Who hates the holidays more?" where you compare the miserable faces of shoppers, or creating the voice-overs for people screaming in their cars while trying to find a parking spot, is a guaranteed way to make the whole outing more enjoyable.
You should really just go for the parking lot people-watching alone. It's classic. Watching people try to find a parking spot on days like Christmas Eve allows one to witness the entire spectrum of human emotion. Eventually, they just start trailing people with bags and the whole, "I'm not leaving!" thing starts. But all the exaggerated pointing, and waving, and over-emphasized speech as people try to talk to other people through their cars with the windows rolled up-- it's funny.
While circling around for our own space, Nessa came up with a brilliant idea for a video art piece where you just back in and out of a parking spot for a few hours on a busy shopping day to see how people react.
I'd watch it.