Without a doubt, "A Christmas Carol" (1951) ("Scrooge"). I've seen all the versions, but this is the only one I watch anymore. I've never seen Alastair Sim in any other films, so to me he IS Ebeneezer Scrooge. Last year I got the DVD which has both the original black and white version, as well as a colorized version. I wasn't sure if I was going to like it in color, but it actually looks very good. If I had to choose, though, I'd go with the B&W version.
"A Christmas Story" is the only other holiday film that I watch faithfully every year. I see that quite a few other folks here mentioned it. I think it's hilarious, but I know some people who can't stand it. Go figure.
My third choice would be "Miracle on 34th Street" (1947), but I think that the 1994 version wasn't bad.