For no other reason than they were originally released at the time, the LOTR films are a seasonal favourite for my sister and I, usually at the the end of November.
There aren't really that many Christmas films at all that get an airing every year. In fact, the only one I can think of is Muppet Christmas Carol. Best version of a classic tale, that'll be watched come December. Maybe It's A Wonderful Life as well. James Stewart gives the best performances I've ever seen, but I've seen it twice in recent years and I don't want to over do it.
It's been about 3 years since I saw The Poler Express. I loved it, might watch that again as well.