Had a couple of the type pop up in my appeal for alternative Christmas tunes thread last year, and they'll be ones that might not otherwise get mentioned, so, off the top of my head:
Malcolm Middleton - Burst Noel (no youtube clip - last fm link here - lyrics here)
Jethro Tull - A Christmas Song (more a song against the materialism of Christmas though)
Half Man, Half Biscuit - It's Cliched To Be Cynical At Christmas (more an anti-anti-Christmas song this one)
And, of course,
The Wedding Present - No Christmas (purely for the name)
Bookmarks