The Grand Floridian is a must, because of the gingerbread house! Also, I really REALLY loved the Yacht Club, if you go at the right time at night, they have carolers singing in front of the Christmas tree and it is truly magical!
Aside from the house that the Grand Floridian has, there's a "chocolate and gingerbread" carousel at the Beach Club. The Boardwalk is usually a must if you are a Donald or Daisy fan. The Yacht Club has had a train display in the past.