I love "Sleigh Ride." Just gets me in a great mood. I don't go to Mass that often, but when the choir sings "O Holy Night" I sometimes get goosebumps.
Also, not sure if "Linus and Lucy" counts, but it's on the Charlie Brown XMas album, so I suppose it does. Another great song.
Everyone loves to clown on Kenny G, but his first XMas instrumental album is pretty good.