A Christmas Market anywhere is always cool but the larger the city the cooler it may be and bigger - Strasbourg is likely to have one on par with any larger German city- Colmar with a smaller town.

Whathello is Belgian and travels widely in Germany too - he knows of what he speaks. Yes you can savor the idea of a Christmas market in Alsace but the consensus best are in Germany - there have been many threads of this on Fodors like:

http://www.fodors.com/community/euro...s-506354-2.cfm