Everyone has their favorites...these are mine:
A Christmas Story

Outside of a Quentin Tarantino film, is there a more quotable movie? "You'll shoot your eye out!" "Fra-gee-lay. Must be Italian." "I can't put my arms down!" I laugh my ass off every year, and still tear up when Ralphie gets his Red Ryder.
Scrooged

This is so funny, and sweet at the same time. Great performances by Bill Murray, Alfre Woodard, and Carol Kane.
Christmas Vacation

Spend Christmas in hell with the Griswolds!
Miracle on 34th Street

A classic. Plus I love Maureen O'Hara.
Santa Claus is Comin' to Town

My favorite of all the "clay-mation" specials. You learn the origins of Santa, and how he met Mrs. Claus.
Charle Brown Christmas

The goofy dancing is the best part.
A Christmas Carol (1984)

This television movie from 1984 with George C. Scott is the best of all the versions. His Scrooge is so mean and cold, without being over the top. My favorite Tiny Tim, too.
The Nutcracker

Mikhail Baryshnikov in tights. What more do you need?
While You Were Sleeping

Not officially a Christmas movie, but it is set during the holidays and I love it. Sandra Bullock is her usual charming self, and Bill Pullman (one of my favorite under-rated actors) is wonderful. Great lines from Peter Boyle too.
JD's Christmas DVD
JD made a custom DVD that we watch every year, with Christmas episodes from some of our favorite TV shows...Friends, Frasier, Wings, NewsRadio, My Name is Earl, How I Met Your Mother. It's a great tradition for us, plus it's fun to see shows that we may not watch anymore.
What are some of your favorite holiday shows?