I need to check out some of those listed by Drumr and Capt as I haven't heard quite a few of them.
Besides the X-mas songs listed already...
(not really Christmas, but seasonal)
As for TSO, my faves are Christmas Eve Sarajevo (played alot around the holidays), Wizards in Winter, A Mad Russian's Christmas, Christmas Canon, An Angel's Share, This Christmas Day... they have quite a few I like and most can be found on Youtube.