Great idea for a thread @outlander!! For me, with movies, I've always liked the Santa Claus trilogy and The Holiday & I quite enjoy ones like Last Christmas & Four Christmasses as well.
As far as baking, coconut ice is a family favourite and chocolate fudge. Another really cool thing I've done in the past is making gingerbread houses- you can sometimes purchase packs from bakeries and then get the lollies & everything to decorate it with- it certainly makes for a fun day!
Not so much crafty, but another thing I've loved is to go looking at the Christmas lights people put up. I've known a neighbourhood who every Christmas Eve would line their streets with candles they'd then light as a kind of 'Runway for Santa'- that to me was Christmas magic in one picture!