I read through the replies to this post and they brought back some great memories of songs I had forgotten or not listened to in some time. Silver Bells, I'll be home for Christmas, Winterwonderland, all recall the great family gatherings, shopping and excitement around the holiday.
One not mentioned was my favourite, "What child is this?". The tune is ancient and haunting. The lyrics carry a very old question that we all ask and eventually answer. There are several versions on Youtube. Charlotte Church has one of the best.
One of the saddest and most depressing Christmas songs is "Christmas at Denny's" by Randy Stonehill. Also on Youtube, it tells a story of broken families and spending the holiday alone. When you've had enough of the in-laws and screaming kids on Christmas afternoon, it's a great reminder of how terrible it would be to spend Christmas without them.
http://www.youtube.com/watch?v=5xgqvAReapc