Bad Santa is the most depressing Christmas film I've ever half seen! I watched the first 30 minutes last night, and it was enough to turn me to drink! ... so I turned it off.
The Polar Express. Ahhhhhhhhh. I do love it! As well as the Home Alones (1 + 2), The Santa Clause (1 + 2 - with Tim Allen), and Santa Clause: The Movie --- these stand out for me in particular. The Snowman is also a great Christmas classic!