I LOVE Trans-Siberian Orchestra. I'm actually going to see them this December...the 27th I think it is, at the Garden.
I don't have Beethoven's Last Night (yet...) but I do have the three Christmas CDs. I actually was listening to The Lost Christmas Eve on the train today.
I think of the three, my favorite one would have to be Christmas Eve and Other Stories. I like The Christmas Attic but I find that I have a hard time listening to it straight through. It's more as if there are certain songs on it that I like (Christmas Canon, The Snow Came Down) but I just don't like ALL of them. Whereas on Christmas Eve and Other Stories, while I have my favorites (A Star to Follow, Old City Bar, Ornament, O Come All Ye Faithful/O Holy Night), there really isn't anything on that CD that I ever want to hit "skip" on. For The Lost Christmas Eve, I don't know that one as well as the others but I'd have to put that in second place so far. I've only listened to it twice but I love, love, love Christmas Canon Rock even more than I liked Christmas Canon (I'm a sucker for Pachelbel.) However, like I said I have to listen to it some more to decide how much I can get into it but I found it thoroughly enjoyable so far.
Now, if you want to get specific and talk about songs, my favorites are:
Old City Bar
Christmas Cannon Rock
The Prince of Peace
Ornament
A Star to Follow
The Snow Came Down
And hang on, when did you win the discus?