My 2 favorite cookies for Christmas are sugar cookies and gingerbread cookies. As far as I'm concerned, those 2 types always are a hit, no matter what culture you come from. But ask 20 people the same qiestion, and you'll probably get 20 different answers.
Rather than give a particular recipe, you probably know about foodnetwork.com. There are other sites too, cooks.com, for example. Their sites are free if you sign up, and they don't annoy you by sending all kinds of junk mail to you. In the past 5 minutes alone, in answer to your query, I have seen over 300 recipes for Christmas cookies alone on the foodnetwork.com site .... all free for the asking.
I hope this helps you out a bit.