It won't happen all at once. He needs a chance to build up good memories with you over the years. It won't erase the bad stuff that happened in his childhood, of which the holidays trigger memories.but as that gets farther in the past and hopefully the present is a lot better, the recent experiences may come to have a much bigger effect.
I think it is really important you try not to put too much pressure on him or yourself....don't expect him to act jolly or force him to a lot of organized family activities; on the other hand try to encourage him not to isolate himself.
You could always go off to do soemthing very different from his experience, like traveling somewhere exotic. I don't think that is essential though. Just make your own holiday in little ways. If you and he are Christian, focus on the religious aspect of ths time, like go to Midnight Mass on Christmas Eve. He may not feel like making up traditions himself but that doesn't stop you from creating your own traditions for your family... (it's usually the women in charge of that stuff anyway in most families :) .....and he may enjoy them and come to look forward to them- -partly because hopefully he likes seeing you be happy over something you enjoy. That's why it's important to try not to let this get you stressed out to where you feel under pressure to make a perfect holiday experience for him, and worry you're not living up to the idealized Christmas card version of what this time of year is "supposed" to be..that is likely to get you both down.
but the fact that you are sensitive to his feelings is going to be very helpful.
I don't know if you have or plan to have children, but often that makes a big difference in bringing the holiday focus to the present tense, by experiencing their excitement. (Not that I mean that you should have kids with the idea that THAT will give you a perfect holiday season either!) But if you like kids and don't have any, spend some time with nieces and nephews, friends' kids etc. during their school holidays.
Added: I really like some of the specific suggestions from GiveU2TicTacs and celticbuddha like the Christmas music from musical genre he likes - -there are lots of great collections - -and baking special things. Decorating the house is fun and helps to create traditions as you put up the same things each year. Like she said maybe go to a sports event....or you could do something sportif yourself like go ice skating etc.
. Some families have traditions of always doing something to give to others at the holidays, like serving dinner at a homeless shelter, helping with a drive for Christmas presents for poor kids, etc.