These are some of my favorites.Please feel free to post others in the comments!
Elf - Just fun, funny, good little message. Nora loves it too!
A Christmas Carol - the one starring Patrick Stewart. I know, many say the George C. Scott version is the best, and one of these days I will have to see it, but this one perfectly captured the essence of the book to me. The old Alistair Sims version is also great, and the Muppet version is fun (and reasonably accurate!).
White Christmas - yes, the story is stupid. The dancing and singing are fun! You can tell this wasn't a role written for Danny Kaye (originally Fred Astair actually), but he seems to have fun with it and makes some memorable moments happen. I have fond memories of this film.
Holiday Inn - Again, stupid story. Fred dances, Bing sings... more about the memories I have than the strength of the film.
Christmas in Connecticut - The 1940's version. For the record, this vision of CT is nowhere near what it is like now, and I kind of doubt it ever was that way. A funny screwball comedy.
It's a Wonderful Life - Nora doesn't like this one. It is a classic, and a great film at that. Great message, well done, funny, heartbreaking... I think all those who have had dreams about what they want to do identify with Jimmy Stewart.
While You Were Sleeping - Funny, romantic, crazy... reminds you why Sandra Bullock is a star (her more recent efforts might make you forget.)
Miracle on 34th Street - don't bother with the modern Richard Attenborough version. The original, with Edmund Gwen as the definitive Santa Claus, is funny and heartwarming and ever so much better. Gwen won an Oscar for his portrayal. And make sure you watch it in black and white. Color ruins the cinematography. Santa can be a way we introduce children to the idea of Jesus... just don't lie and tell them he is real:)
Home Alone - honestly, I haven't seen this since the 90's. But I remember it being funny:) Every kid wants to do this stuff to someone!
Die Hard - yes, it takes place on Christmas Eve! A classic action film, and darn good. If you liked the most recent outing, check out the original. Beware, not so great language abounds.
Some I don't like!The Grinch - HORRID. Not funny, a waste of film and talent.
Christmas With The Kranks - funny at points, but what a horrible message about Christmas being about the parties, decorations and presents.
The Santa Clause Sequels - the original is funny and pretty good. The sequels are a waste of time.
Anyway, again, feel free to post your favorites in the comments! I left out the TV specials from this list, mostly because I don't consider them films.