Here are a few to get you started:
Here are some web sites that have Christian Christmas coloring pages:
Bible Kids' Fun Zone
Another advantage to Christian Christmas coloring pages is that you can also use them as templates for craft projects you may want to do. They can be used to follow as a diagram for some type of craft or incorporated into a collage or picture that you want to display on the holiday.
Have your child color several different ones and then make them into placemats. Just glue the picture onto a larger piece of paper and you have a placemat. To make them even more durable, you may want to laminate them too. Laminating machines can be purchased quite inexpensively these days or most office supply store offer lamanating services.
Then enjoy the creation and the holiday as well!