Walking in the city you'll find Christmas markets every few hundred yards!
Take a visit to the funfair (the Prater) and ride the big wheel, built by a British company in the 19th century - it's the one used in Orson Welles' The Third Man and the Timothy Dalton Bond flic The Living Daylights.
There's also a nice little clock museum in the city centre, closed on Mondays.