A Christmastime favorite for many is to listen to Handel's "Messiah".
Here's a link to a live recording of Handel's "Messiah" performed by the Philadelphia Orchestra (the first ten minutes of the two hour broadcast have a good introduction of the work...the famous "Hallelujah Chorus" is at around 1:27:00 in the recording.)
The masterpiece, written in 1741, describes the life of Christ. Part One describes the Advent, Part Two describes Christ's death and resurrection while Part Three describes the events found in Revelation.
The link to the lyrics (called the libretto) can be found here.