Three Kings Day is January 6, and is called so because it was the day Jesus was supposedly visited by the three magi (don't worry, I too forget that our modern Christmas holiday has anything to do with a story about a man born 2000 years ago that preached a life of poverty and sacrifice). It is also called the Epiphany--or was that the name of the South Park episode where Jesus and Santa finally made peace? I can't remember.
Philippines. It's still gift giving I realize, but without nearly as many expectations. It's just a few old dudes on horses after all--not the wizard-like CEO of the world's biggest sweatshop.
We got our Rosca from the still-not-burned-down-again El Paisa bakery on East Colfax--which has since its fortunate resurrection once again become my go-to panaderia. The rosca was large though we picked out the medium, and we threw down on this surgary Jesus-loaf in a very non-Christ-like gluttonous manner. It was great. I recommend picking up on this tradition as well, if for no other reason but to enjoy your own rosca.