My favourite has always been Have Yourself A Merry Little Christmas, especially if Frank Sinatra is singing it. It always made me happy but now I find it a little bit sad as well.
I also love Silver Bells and O Holy Night, which was the song that was playing when we had DD, so now it makes me think of her. It's a beautiful song to be able to remember her by.
Of the more modern songs, I love Merry Christmas Everyone by Shakin' Stevens, although every year it surprises me to realise that Shaky is apparently one of my favourite singers. 
And sorry OP but I love Jonah Louie and his Stop The Cavalry song.
Cheating slightly but I hate those Christmas songs that are not actually Christmas songs, they just happened to be Number 1 at Christmas one year so end up on all the compilation albums.
And I really hate the newer versions of Feed The World. The original is okay, the new ones are crap.
And I don't like the Elvis Blue Christmas one either.
I'm not keen on Baby It's Cold Outside either. I don't like how he's persuading her to stay and puts something in her drink.
Weirdly, I like the one that has the lyric "the Christmas you get you deserve" in it, but when you listen to it it's actually really bleak and miserable, but it sounds so cheerful. I think it's called I Believe In Father Christmas, but he definitely doesn't if you listen to the song.
For a traditional carol I love The Holly and The Ivy sung by a choir, any choir. It's just beautiful.