The ceremony itself is a little hokey: some speeches from the head of the Chamber of Commerce and the mayor (which both essentially boil down to "This is a great place to live and shop. Especially shop: please shop here."), an appearance by a rather unconvincing Father Christmas (slim, unbearded, and overenthusiatic; more gravitas needed), a countdown ("close your eyes and count down from ten"), and the lights go on.
More fun was the walkabout later; the roads which run through downtown Danville were all closed, turning them into huge pedestrian boulevards, and lots of businesses were offering free entertainment (singers, choruses etc) or refreshments (cookies, cocoa, or hot cider — although "cider" in the US means apple juice, and what I knew as cider here is always "hard cider").
What's odd, though, is how deliberately non-denominational Christmas is here. You hear a lot of renditions of Jingle Bells, Deck The Halls, Rudolph the Red-Nosed Reindeer (ick) and Frosty the Snowman (double-ick) but very few real Christmas carols; it's as if they're afraid of mentioning Jesus. And "Merry Christmas" is rare; more common is "Happy Holidays" (yuck).
In a sense this is good: it recognises that we are a multicultural society and that there are other non-Christian celebrations which fall in the season. But it all feels a little forced and plastic to me; by not acknowledging any culture you end up with something empty of any meaning.
Maybe Christian celebrations get oppresive if you're of a different faith; but as an atheist I quite enjoy Christmas. I would never have guessed that one of the things I'd miss from home would be Christmas carols...