I have always loved Rosh Hashanah. Apples and honey, a sweet new year. January never feels like a new year: the middle of winter, in the middle of a break. Nothing is really beginning anew. But fall! Leaves are changing, weather getting cooler and crisper. Fall is when the school year began, and thus always felt like the real beginning of a new year.
And truthfully, for me, the most important part of Jewish holidays is food. And Rosh Hashanah in my family always means brisket (!!!!), apples and honey, honey cake, round challah.....and even Italian plum cake. My mom used to let us have a little bit of the challah dough to braid into a mini loaf--she would then bake it directly on top of the larger challah or sometimes right next to it.
I'm not going to include a recipe on this one since it's pretty much directly out of Rustic European Breads: From Your Bread Machine. It's a great book, one I fully recommend. To make the challah round, I'm going to use a line from T.S. Eliot: "In my beginning is my end" (i.e. tuck the last part of the braid under the first).