a lot of people will go ice skiing, im not sure if thats your thing or not. the best place to skiing is in colorado and utah. for those who live in the northern region, to escape the cold and long winter, people would often head to the south, florida, hawaii are popular places to go. however, just keep in mind, flight tickets during the christmas holiday is gonna be a little bit more expensive than normal. Plus, if you only have 2 or 3 days, depends on where u live, it may not be enough for you to see all the things that you want to know see. LV is another place to go as well, if you enjoy the night life and gambling.
hope what i wrote helps, have a wonderful trip and merry christmas! :)