The Christmas Markets in Europe are so much fun! They definitely put me in the Christmas spirit! There is nothing like walking through a 1000 year old town on a cold December night holding on to a mug of gluhwine (actually kinder punch for me.) The largest market we went to was in Dortmund, Germany. It was huge and very crowded! I think weeknights are the best time to go, but it's not always possible for Ed to get away from work early.
The gluhwine comes in ceramic mugs made especially that year for that cities market. We have a collection from when we lived in Germany in the 90's and I must say they have gotten prettier since then. Of course, there is lots of food: bratwurst, frits and even pasta!
Some markets are more commercial than others. I prefer the smaller ones as they tend to have more handcrafted items.