A Child's Christmas in Walesby Dylan Thomas: Thomas is most famous for his poetry, so it is no surprise that this prose work is remarkably lyrical and impressionistic. Thomas strings together memories from his childhood to form a perfect Christmas, where even the snow was better than it is now. A lovely little story.
The Lump of Coalby Lemony Snicket: A slight but amusing "fable," with Snicket's trademarked wordplay and sensibility.
Holidays on Iceby David Sedaris: I read this every year, to prevent any undue seasonal sappiness. The stories are a mix of fiction and (exaggerated?) memoir, skillfully satirizing the expected targets -- commercialism, empty pieties, and Christmas letters.
A Christmas Carol by Charles Dickens: After spending most of my life avoiding Dickens (I found Oliver to be a twit, and it took me three tries to get through Bleak House), I finally read this and enjoyed it (it probably helped that it was so short; this edition pads it out with a long introduction, a chronology of Dickens's life, and a glossary). The best part was the last "stave" -- Dickens expressed well Scrooge's elation bordering on hysteria and tinged with the slightest fear that it was too good to be true. It was also fun to compare it to all the different versions I have watched this season.
The Tick: Giant Christmas Cavalcade: The Tick started out as a superhero parody for the New England Comics stores' newsletter, but proved so popular he soon got is own comic, cartoon, live action show, and merchandise. This collects some of the Christmas annuals, and features the Tick fighting cowboys, weekending in a chalet, and putting on a Christmas Pageant with all the other heroes and villains. My first exposure to the Tick was watching the cartoon in college, which was absolutely brilliant, so I'd been meaning to check out the comics for a long time. Unfortunately, these stories weren't that great. Reviews indicate that the original comics are much better, so I'll seek those out next.