This doesn't mean that you should throw out your family and in-laws as you would your old Partridge Family albums. Instead, make your in-laws a part of your new family, the one you have formed with your beloved.
If you can't or don't want to accept an in-law's holiday invitation, don't dodge the issue. Instead, bite the bullet and tell them as soon as possible. In addition to getting rid of an onerous duty, early notice also allows your in-laws to make alternate plans, if they so desire.