I've heard of companies issuing 'gold disks' to developers, ie the shipped dvd sprayed gold and mounted in a frame with a metal plaque underneath. I think Microsoft used to give everyone who worked on the project a copy of the box which was finally shipped (so the more boxes on the book case the longer someone had worked there). Problem is if you don't ship anything, ie you just deploy to a webserver somewhere, how do you celebrate and give people that feeling of finishing the job.
We generally head to the pub for lunch and then go out after work to the same. How does anyone else celebrate? have you had any particularly excellent/noteworthy celebrations?