I guess I'd have to say "
Christmas With The Rat Pack" (sorry, probably a bit obvious).
I have a Crosby/Sinatra double CD as well, but the quality is really poor (old recordings).
My favourite Christmas track is probably Little Drummer Boy, performed by David Bowie and Bing Crosby. Generally though, I prefer the oldies, I love Dean Martin's voice, he does "Let It Snow! Let It Snow! Let It Snow!" so well.

I expect I'd like your Tony Bennett album; I have some Christmas tracks by him on some compilations ("Winter Wonderland" springs to mind).
I always find "Have Yourself a Merry Little Christmas" sad (Sinatra does it well); it reminds me of the days after Christmas, when you're wondering how it passed so quickly. I remember an episode of Ally McBeal where the singer did a really slow version; very mournful.
Of course, on the flip-side you have Wizard and Slade, which are a must.