I’m going to go with Pfeffernüsse. I know this is German is for pepper nut cookie. Around here they’re basically thick bendy ginger snaps with a sugar or icing coating. Yum.
Pecan Butter Balls - lots of butter, lots of (chopped) pecans, some flour, some sugar, roll into balls and bake. Slightly not-as-sweet as other cookies, but the butter flavor–you can feel your cholesterol raise with each bite.
It’s a tossup between my mother’s orange nut crisps and her almond balls (Mexican wedding cakes).
I love candy cane cookies. You make almond-flavoured cookies and colour them and shape them so they look like candy canes. I like them so much I make them at other times of year, too, though differently coloured and shaped.
I also like good ol’ gingerbread.
Lebkuchen, the German gingerbread cookie.
Gingerbread man (chewy, not crispy).
I prefer the chewy ones too, and that’s the way I make them. It seems like in the stores, you can only get the harder ones. And the gingerbread-house-making kits feature cookies that almost break my teeth.
My mom’s date nut pinwheels. The last time I had them was a couple of years ago when Sis made them at the holidays. They are addictive, but your blood glucoserises with each bite.
I do the English Millionaire bars as a Christmas cookie. It looks quite fancy and holiday like to my Midwestern friends who think I made them up.
Another vote for these. I should make some.
Add to that, molasses cookies. Homemade, chewy.
Roll out iced sugar cookies in Christmas shapes with sprinkles, more on the thin and a little crispy side.
I am too lazy to make them, but if I go to a party and these are on a cookie tray, I will jump at the chance to eat them.
I second chewy molasses cookies.
Not necessarily a holiday cookie, but considering we only made them for holidays - birdsnest cookies. Almondy shortbread, rolled in nuts, with jelly.
I make Russian teacakes that, while I don’t particularly like, are always the first ones gone every holiday dinner.
Gobs. They’re a couple of thick chocolate cakey things with buttercream frosting in between. I think they’re Pennsylvania Dutch in origin, though knowing my grandmother’s habits of picking up good recipes from anywhere she finds them, they could be from anywhere.
Is that the shortbread cookie with a layer of caramel and and a layer of chocolate? They look so good, but I’ve never had one.
Homemade Scottish shortbread. I also used to make chocolate-chip and butterscotch-chip cookies at Christmas time, but I haven’t in ages.
In NorthAm, that’s called a Twix. Don’t know about the UK.
This better not be my wife! 
I haven’t met a cookie I didn’t like, but my vote would be for my mom’s icebox cookie. Butter, flour, sugar (you know, the stuff of life), ginger, nutmeg, allspice, slivered almonds. Shape into a loaf, slice as thin as possible, roll in sugar and bake. Mom made these only at Christmas so they are time machine for me.
When I said “gingerbread” before, I meant molasses cookies. I tend to use the terms interchangeably.
I’m ashamed to admit that these are an addiction of mine, which is why I’m glad we only make them once a year. It’s essentially a wreath made from rice crispy treats (except using corn flakes instead of rice crispies) which are dyed green, formed into a wreath, and finished with red hot candy “berries”.