A Christmas Story is hands down my favorite but there are some other good ones. Has anyone seen The Ref, pretty damn funny. The original How the Grinch Stole Christmas is good for nostalgia, I didn't like the Jim Carry one. And you can't go wrong with National Lampoons so Christmas Vacation is another favorite. IMO It's a Wonderful Life is overrated...
I love the way TBS shows A Christmas Story all day long, over and over and over again on Christmas Day, just in case you might miss it...