Try a locale you've never visited, or haven't been to for ages. Sure it's nice to return to a tried-and-true favorite place every year, but the fact is those trips are more likely to blend together than stand out when you look back and reminisce.
Seek out an offbeat lodging, or try a form of lodging-such as the KOA campgrounds or a hostel-that you've never experienced. Chain hotels can be great (and reliable), but they all tend to be pretty similar as well.
Splurge on yourself, if you can afford it, on a very special dinner out, unique activity or cool keepsake. By cutting corners in some ways (e.g. on budget lodging) you might be able to splurge in other ways (such as a fantastic meal); you just have to figure out what your priorities are.
Along similar lines, rough it when you get a chance as well. Hiking into the woods (or even just into a nice city park) for a picnic lunch can be an adventure, as can trying out a no-frills diner or hip ethnic eatery.
Consider an alternate mode of transportation. Train travel is relatively affordable, for example, and a very different experience from flying or driving.
Do something touristy that you might not normally do, like stopping at a weird roadside attraction or offbeat historical site. It's a great way to get a feel for an area, or find a funny knickknack to bring home from the gift store. A souvenir can be a good way to stir up particular vacation memories down the road.
If in doubt, ask a local! Whether you're seeking the best restaurant, museum, bookstore or what have you, a friendly native can often give you advice as good as any guidebook.
Explore the region's mysteries. Most places have some kind of fable attached to them-be it buried gold, bigfoot sightings or some kind of urban legend. You might not find sasquatch or any green-eyed men, but even looking has got to be interesting.