One of my favorites has always been Xsnow. It makes snow fall from the top of the screen, and it piles up on windows and the bottom of the screen. It has some wind logic, so the wind blows around and stuff. It can have little pine trees if you want them (I don’t), and Santa flies across the screen. He gets affected by the wind as well, so sometimes he flies really fast, and sometimes gets blown backwards.
It’s free for Linux of course, and the Mac version is free, but the windows version costs $10. That gets you an eternal license though, so that’s not too bad.