My favourite is always National Lampoon's Christmas Vacation. I love that movie to the point I bought it on DVD so I wouldn't have to scour the TV guide to make sure I didn't miss it.
After that I'd say A Christmas Story, Rudolph the Red Nosed Reindeer, and How the Grinch Stole Christmas.
Then Scrooged, Elf, and Deck the Halls (I saw this again this year and I must say it's pretty good for a Christmas movie).