If you are looking at Theme Parks don't rule out Europa Park - I took my DS5, well it was my 40th Birthday but he decided where to go.
He said it was just as much fun as Disneyland, and it really was. We stayed at the Hotel Colosseo, it was a roman themed hotel and was superb, heated outdoor swimming pool (in December yes!), beautiful spa and facilities, staff were far more incredible than even the Disney Hotel. It cost us half the price of Disney Hotel at Christmas and we ate all our food and drinks from Europa park vendors -the food in Europark is amazingly cheap and family friendly - you don't have to live on fast food if you don't want to. They had a birthday breakfast for me - candles, champagne and a giant EuroMaus family dressed in Christmas outfits singing Happy Birthday...
They are so family orientatated, and they think of every little detail. No queues for any rides. They have parades, a 3D cinema and a German Christmas Market, plus more adult orientated rides and a science centre that is free if you stay in their hotels.
It was uber-Christmassy too. The Santa was so realistic I nearly burst into tears!!!
Have also spent a birthday in Liseberg (pronounced Lisa-Berry) in Goteborg, Sweden. That is amazingly Christmassy - 5 million white lights, it is just gorgeous.
Am looking at Lapland next year, before DS grows out of the whole Santa thing, and I want to see the Northern lights desperately, so I too am looking at a Santa, Train Journey, Northern lights combo!!!Have found it very difficult to find anywhere with value for money appeal....
Hope you find what you are looking for!