At Stillwater High School, Holliday played both baseball and football. He was a quarterback while playing football. As a senior, he earned All-American honors in football and baseball and also earned his region's Gatorade Player of the Year award in both sports. He also competed for the 1997 USA Junior National Team. In his next-to-last football game for Stillwater, he helped bring the Pioneers back from a 42–21 deficit against Tulsa Union by throwing three touchdowns (TD) in the final six minutes of the game for a 43–42 score.