Although Nürnberg is a nice town, I really don't like the Christmas market. It's arranged in narrow straight rows in the town square, and appears to be aimed at the many coach loads of tourists who visit.

The city itself is nothing special but the Stuttgart market is the biggest in South Germany and the prices aren't too bad. Plus, linked from Stuttgart by S-Bahn is the Baroque market in Ludwigsburg and the Medieval one in Esslingen. Doing all three is easy and makes for a pleasant couple of days, or one busy day.

Another Christmas market "crawl" would be to fly into Basel and buy a train day-pass for the Alsace (at the weekends it covers up to 5 people). Take the train from Basel to Strasbourg for the first one, then on the return train back to Basel get off at Colmar (for the 2nd), Mulhouse (for the 3rd) and finally Basel (for the 4th).

The French markets are quite different to the German ones. The German ones are great for food, beer and "Feuerzangenbowle" (lecker!) whereas the French ones make better mulled wine (imo) and expect you to eat in nearby cafes and restaurants which have a great atmosphere at that time of year.

https://en.wikipedia.org/wiki/Feuerzangenbowle