I'm a big of fan of skipping the classics (Its a Wonderful Life, Miracle on 34th Street, etc...) and celebrating alt-christmas. I would higly recommend:
Die Hard
Lethal Weapon
The Thin Man
Trading Places
Gremlins
Eyes Wide Shut
The Apartment
Kiss Kiss Bang Bang
Scrooged
Black Christmas
Ho, Ho, Ho.... Now I have a machine gun!