Well, the Jethro Tull Christmas album is always awesome. My particular favourites are First Snow on Brooklyn
and Jack Frost and the Hooded Crow
, and pretty much all the instrumental tracks.
Aside from that, I love Wizards in Winter
for its sheer epicness. TSO has loads of Christmas songs, but that one is hands down the best IMO.
And from more traditional fare, I've always liked this one
(though the performance could be better).
For a godless heathen, I'm pretty fond of Christmas music xD.