Vienna would be amazing if you want the traditional winter Christmas festivities.
But I love that Greece idea too....
I once had two days in Dublin right around Christmas and we had a fantastic time in the city center. The city is small and walkable...everything was decked out beautifully for Christmas. It's not one that gets talked about like Vienna, some of the German cities, and London...but if you want a bit more of a relaxing time, it's pretty good.