Not just Lutherans, at least in the US. I have found it to be a Protestant thing. My grandmother who was born and raised Presbyterian always had an Advent wreath (or two or three) in her house, and we always had one on the chancel of the Presbyterian church I grew up in during Advent.
As for my decorations, it's still a bit early for me. I did put up my outdoor lights yesterday, but only because the weather was very good. I won't light them or do the rest of the decorating for another week or so.
But, here's a pic from last year, I am planning to do the same again. The glow in the windows is a single electric "candle" that washes out in the photo.