No, I do not have a Christmas tree. I am thinking of replying "Do you celebrate Eid al-Fitr?" Except I feel the need to be a cheerful ambassador of Judaism to the ignorant and thoughtless.
No, you morons, I do not celebrate the miraculous birth of your religion's savior-figure. I never have and I never will.
(What I actually say is "No, we don't celebrate Christmas at all. But we do like the lights!" Sometimes when people ask this they are asking what flavor of Jewish household one has with one's not-Jewish spouse. However, I assure you that this is not the question here. Most of them sincerely don't see why I shouldn't have a Christmas tree. SIGH.)