Enjoy it; some of us have only seen redheaded woodpeckers on our state's "Conserve Wildlife" license plates. Or find a way to attract an accipiter to your yard. Either way, don't forget that woodpeckers are mentioned in the Migratory Bird Treaty Act of 1918, so don't do anything too drastic.
telepathine: Last week we had a male red-bellied woodpecker in the yard with an unusual beak. It looked too long, and turned up at the end. Really more like an avocet's than a woodpecker's. It didn't seem to keep him from eating suet at all. I wish I had gotten a picture or two of him....
We don't have woodpeckers in Oz, but it seems that if its a insect-eater dont worry the tree will survive; if its a sapsucker (it may revisit the holes and enlargen them?), then cover the holes to prevent further damage.