Where to go for Christmas?

The Christmas market is one of the best in Brussels. I'd stay here.
You could also go to Brugge Christmas market on a day trip, or Liege, Gent, whichever one takes your fancy.

Agree. Xmas market in Brussels is interesting and food is good. If there is snow in Paris, you should also go to the market there. Lights in the Xmas market on the Champs-Élysées with snow over the trees in that part of the avenue  (Grand/Petit Palace) is something not to be missed.

They are closed on the 25th but the address below is a nice place to relax if you have a couple of days to kill and you do not want to travel far. Very close to the Zaventem airport, they also have a hotel so you can stay in the place for two or three days.

http://www.thermae.com/boetfort/fr/acceuil

The atmosphere is quite relaxed. The nudist part is nicer but you can enjoy yourself as much on the non-nudist part. In addition to the spa, they usually have meditation sessions and other activities (most of them in the nudist part but you can go to these sessions with a bathrobe ... nobody will notice that you are still wearing your swimming suit). You can bring your own stuff (bathrobe, towels, etc)  or rent/buy them at the reception.