I have never purchased anyone's Christmas album and I don't really have plans to do so anytime in the near future. This is not to say that I especially dislike Christmas music - its fun to listen to around the holidays - but I don't regularly seek it out. I tend to find it annoying when radio stations and stores start playing holiday music before Thanksgiving, especially since they often are playing less than great versions of holiday classics.
If I had to choose a favorite type of Christmas music to listen to I guess I'd go with Bing Crosby style classic Christmas music. As far as playing it goes (which I haven't done in awhile...I really should pull my flute out at some point soon to make sure I still remember how to play) my favorite holiday song was always Sleigh Ride. We played it a few times in high school band for our holiday concert and it was always a ton of fun. I wonder if I still have a copy of the sheet music for it.