Trans-Siberian Orchestra has some great stuff.
Garey Hoey as well
Halford - Halford III Wintersongs
Wintersun is an insane metal band. Not really Christmas music but the name and the feel of the music has a christmas vibe to it. I guess the song Winter Madness counts. http://www.youtube.com/watch?v=3vP8m1e9R1Y
The solo is unbelievable. Buy on Itunes.