Definitely "Mr. Hankey's Christmas Classics." It's a tradition for my family to watch the episode every Christmas and it's also the first episode of South Park that I've seen. It's pretty special to me

Woodland Critter Christmas is my favourite. I also really love Red Sleigh Down.

@Sam Katawazi and everyone

The Woodland Critters gave me a nightmare when I was a kid

Mines are Mr. Hankey the Christmas Poo and Mr. Hankey's Classics

Mr. Hankey the Christmas Poo, Mr. Hankey's Christmas Classics and Red Sleigh Down are my absolute favorite South Park Christmas episodes

The episode when Santa got captured in Iraq.

@KainProTron712 That was "Red Sleigh Down"