Send the whole group caroling. Caroling? Yes, remember this was picked and approved by them. If they want to carol, great! All you need to do is have hot cocoa standing by!
A sleigh ride is also very fun, but geared to a smaller party unless live in a Christmas movie from 1950. Most large cities have horse drawn sleighs littering the streets at Christmas. If you cant find an actual sleigh, fake it take a ride in a convertible with the top down. Other fun ideas: down hill or cross country skiing or a classic movie night. Most teens go through a classics phase, although their idea of classic might differ from yours.
Our Christmas party ideas can be changed depending on themes, location, and budget. No matter what you decide to do, remember that a Christmas party is a time to enjoy yourself. Have fun!