I like to wait until I have an entire season of Dexter before sitting down with parents and watching it all in one go over a week or two. The show is very much meant to be watched that way, and it is just a joy to watch the show stripped daily, rather than having to wait a week. It's also better for my parents.
But since the final episode usual airs in the middle of December? That means we end up watching the show, you guessed it, Christmas night. So we have our own little tradition of watching our favourite serial killer do his business on the birthday of Jesus. ;)