There are a few children's stories that I like to re-read at Christmas - you said 'no movies' but The Lion, The Witch and the Wardrobe is one, and so is Susan Cooper's The Dark is Rising.
Hard to get, but worth the search, is Antonia Forest. She wrote the Marlow family series, and the two that are set at Christmas are Peter's Room and Run Away Home. In Peter's Room, the children create a fantasy world in imitation of the Bronte sisters, and in Run Away Home, they help a boy to escape from a children's home to return to his father abroad. These very brief descriptions in no way do the books justice. She was a very fine writer.
I also love The Children of Green Knowe, by Lucy Boston - a boy goes to stay with his grandmother and meets the ghosts of previous children who have lived at the house. Magical and beautifully written, about a real historic house.
And finally, Winter Holiday, by Arthur Ransome, in the Swallows and Amazons series - adventures in the Christmas holidays in the Lake District.
