Help out at Christmas events (eg school fair, can't be spending money if you are on a stall, volunteer to help out at local events)
Listen to the Carols from Kings on Christmas Eve on the radio with some candles. So magical.
Mince Pie Bake Off - who can make the best ones?
Invite friends over for board games evening - get them to bring some of their games. Probably best to set expectations about level of catering (eg I've got a bottle of wine, a 6 pack of diet coke and I'll buy some crisps)
Find some YouTube videos about how to make your own Christmas Cards
You Tube Christmas Karaeoke - could be fun?
Go Swimming - not very Christmassy but it's so quiet this time of year, you'll have your own private pool!
Events at Shopping Centres - ones near me have got juggling elves one day, JiveSwing, free face painting on different days.
Libraries and Museums do free events too. We have Gingerbread House event at one of ours. Pick up some Xmassy books from the library for some cosy reading time. Philup Pullman maybe?