A friend of mine will be in Rome at Christmas. I truly think that is a great city to be in during the holidays. I was there over the Christmas break many years ago and it was one of the happiest times in my life. I love Rome, (how can anyone not love Rome?) and the craziness of the season adds to the ambiance. One has to visit all the nativity scenes, some call crèches, in all the churches.
Of course, the place to be for fun is in the Piazza Navona, especially at night. Yes, it is cold and yes it rains, and if you have sinus troubles, be prepared for the siroccos, which bring in the sand from the Sahara in early January. No problem.
If you are in the market on the Feast of the Epiphany, you will meet Befana in person, the old witch, who in ancient times refused to go with the Three Kings when, stopping at her house, invited her to seek Jesus, and, punishment, has to look for the Christ Child until the end of time.
She might give you some sweeties!