Saint Etienne never failed us yet!
Listen to two brand new Christmas songs on their site (quicktime format):
21st Century Christmas
Through the Winter
Or download mp3's:
21st Century Christmas
Through the Winter
Also, check out Bran Van 3000's new Chrismas song "Couch Surfin' at Christmas" : http://www.branvanrecordings.com/
(Thanks for the link Patrick!)