1. the Austrian Alps.
You can ski (on glaciers), you can stay very cheap(approx. 30 Euros), you can eat and drink, you can party. You can visit Viena, Salzburg, you are in the middle of Europe!
2. The Romanian monasteries from Bucovina (e.g. Voronet, Putna, Moldovita, Sucevita).
You can feel yourself closer to God and the sky and think about Stephen the Great, the most important Medium Age ruler of Moldavia, who build all these Monasteries. He is a (living) legend, you can hear plenty of jokes about him even today! Find a lot of cheap or expensive pensions and hotels, some of them in untouched nature.
A symbol of religion, a symbol of faith, a symbol of Christmas. Not very cheap, but seeworthing! See the Vatican and the Christmas mess of the Pope, see the antique Colosseum.
4. Buenos Aires.
Why don’t spend your Christmas in the other hemisphere? In a huge, but the nice city, with a strong catholic feeling. You will miss the home snow, it might be too hot in B.A. for you, but always you should not miss it. Visit the neighboring pampas and watch the gauchos (Argentinian cowboys), visit Montevideo, on the other side of La Plata estuary.
5.Greece and Athens.
There are no significant differences between Catholics and Orthodoxes; but when you say orthodoxes, you say Greece, Athens, The Holly Mountain of Athos. There are so many things to discover in sunny Greece, and you will wish to stay more in order to deepen your knowledge of orthodox Greece. You will meet a fiery ancient people and you will see some antique ruins. You will surely remember this trip and this land.