Season's Greedings is, by far, my favorite of the three. I think because it is the one that feels the most "Christmasy" to me. I do love HIWTHI, but there is less of the Christmas aspect to it for me. TTNBM is full of great comic moments and has the distinction of being the only episode in which the inspiration for my name appears,
but I think it's probably my least favorite of the three. However, they are all great, and I think I should pull them out and watch them pretty soon!