My absolute favorite is "O Holy Night". I even like the new version (I think Rebecca St. James sings it) with a strong bass beat. One that a lot of people may not have heard that I like is "Breath of Heaven" by Amy Grant.
My family listens to *SO* many different songs, though. From "Christmas in Killarney" to "Mele Kalikimaka," I think we hit every song somewhere along the lines...