Every season is worth it. You make your investment back, especially the longer you are in that ascension. Also it's better if you use the Temple pantheon Selebrak, which boosts the benefits.

Yes Christmas is awesome (festive) so always get it. It's not the fastest to complete though since it takes a while to get all the reindeer cookies.

Valentine's Day is quick to get and pretty immediate once you are far enough into the game. After all 7 heart cookies you get 14.8% boost in cps without even working for it (1.02 to the 7th), so yes get that as soon as you can. I usually do that one first before Christmas because it's so easy.

The Easter season is worth it, even though I find that one a chore to go for because it takes so long to get all 20 eggs, and sometimes the bunnie cookies are hard for me to see coming in when they are small ones. Nonetheless, the Easter bonuses are worth it so get that too. One of the eggs is the Century egg and it's called that because it starts counting up from 0 to 10% bonus cps from the moment you ascend, but you don't actually get the bonus cps it's up to, until you find the egg. But if you are in an ascension for a long time, it doesn't cap until 10% extra cps and that's a good bonus. When you do find it, it could be up to 2 or 3% extra cps or more.

The business season I have read increases the frequency of golden cookies. But I don't go for it much because for some reason the change in building names always just confuses me, lol.