We just do really simple lighting, like a string of patio lights clothespinned onto the awning. Sometimes we take a set of small Christmas type lights (end to end) and put them around the perimeter of the site with those little stakes that stand up out of the ground 3" or so. We coordinate the color depending on the holiday we are closest to at the time (green for St. Patty's Day, red for Valentine's Day etc.) We also use large citronella candles. Since 9/11, we have made a point of flying a US *** at the site and on the golf cart as well. (The golf cart is great fun to decorate for the holidays!!)
There are probably lots more creative ideas out there, we tend to stick to "quick & easy" as most of our camping trips are only a weekend long.
Donna