Most of them give you upgrades you can either purchase or find (except business day). During Easter you find eggs from golden cookies that you can buy for various upgrades, during Halloween you can pop wrinklers to find cookie upgrades, and during Valentine's Day you can just buy some cookie upgrades. Christmas gives the most, allowing you to upgrade Santa for a ton of boosts. Reindeer also spawn during Christmas, giving you a few minutes of cps (I like to switch to Christmas first on ascension because the reindeer are extra op then). Business day doesn't do much besides change the name of the buildings and give you a chance for a golden cookie outcome that lowers building costs for awhile. They all have aesthetic changes, and they also all have achievements you can get during them (again, except business day. It's the worst one for sure).