There are any number of cool rock musicians who have cool Christmas songs. I'm just going to post a few of my favorites here. You'll note that neither Lennon nor McCartney is represented. That's not an accident.
We'll start with the King, by request - here's "Blue Christmas."
The Ramones kicked out the jams with "Merry Christmas (I Don't Want To Fight Tonight)."
Billy Squier leads perhaps the most joyous rockin' Christmas song, "Christmas is a Time to Say I Love You." I make no apologies for loving this.
The Pogues and Kirsty MacColl combined to immortalize "Fairytale of New York." Check out the Wikipedia entry - it's fascinating stuff.
Finally, the greatest (and not coincidentally the most depressing) of them all, Tom Waits's "Christmas Card from a Hooker in Minneapolis," with a few bars of "Silent Night" thrown in for good measure.