I'd run red crepe paper streamers around them like a candy cane. Or white Christmas lights.

Leave them alone -- I would not decorate!

I should clarify: I was thinking of possibly a garland of greenery around the outside of the opening, or swagged, rather than wrapping the columns. Not sure how I'd attach it though, and it might be expensive...

I agree with Martha - less is more.

You can put nails in the top of the doorway casing and either swag directly from that or use wire or fishing line to get the greenery at the height you want.

Just wanted to add the Command hooks come in various sizes and weight capacities. You can get them in a clear or white finish. Perfect for what you're thinking of doing.