"A Christmas Story" is definately a classic. Another one is "Home Alone", every year it comes on, I have to watch it.
Another movie that I really like, but I'm not sure many of you have heard of is "Jack Frost"
http://imdb.com/title/tt0141109/ With Michael Keaton, the kids love it to.
Then of course there's "National Lampoon's Christmas Vacation".