Berlin

Christmas markets originated in Germany in the late middle ages and have since spread their warm glühweiny glow around the world. But if you're looking for something a little less trad, try the Holy Shit Shopping Lounge in Berlin. It offers festive treats from local designers, and DJ sessions replace the usual piped carol muzak.

• 11 and 12 December, Galerie Hopping, Spandauer Strasse, Mitte (holyshitshopping.de – German only). EasyJet (easyjet.com) flies London-Berlin from £16 one way. Stay at the nHow hotel (Stralauer Allee 3,+49 30 290 2990, nhow-hotels.com/berlin/en; doubles from €127) in the up-and-coming Mediaspree district

Lyon

Many cities pride themselves on their Christmas lights (think Malaga, Leipzig, Singapore – and Blackpool, of course). But the real luminary in this field is Lyon with its Fête des Lumières. For four nights, Lyon's historic buildings are given a 21st-century makeover in one of the world's greatest displays of light art and music.

• 8-11 December (fetedeslumieres.lyon.fr). Travelling from London by Eurostar (eurostar.com), via Paris, takes just under five hours and costs from £109 return. The Collège Hotel (5 Place Saint-Paul, +33 4 72 100505, college-hotel.com; doubles from €115) is a revamped school with sleek white bedrooms

Chicago

Look a little further afield and Chicago is a bracing place for a break. The brave can even go skating on the world's highest ice rink, which opens on the 94th-floor observatory deck of the John Hancock Center (hancockobservatory.com) in January.

• Hayes & Jarvis (0844 855 4488, hayesandjarvis.co.uk) has 10% off short breaks to Chicago in the new year, staying at The Palmer House Hilton, a five-star hotel within walking distance of Lake Michigan and Grant Park. Departing on 10 January, a four-night package costs £599pp, including Delta Airlines flights from Heathrow

Vienna

Vienna is famed for its cosy fin-de-siècle coffee houses and its ball season. Put the two together at the Ball of the Viennese Coffee House Owners at the Imperial Palace – highly regarded by locals because of its authentic Viennese ambience.

• 25 February. Tickets to the ball cost €110 (£97). Book through kaffeesiederball.at. EasyJet flies Gatwick to Vienna from £28 one way. Stay at The Hotel Hollmann Beletage (Köllnerhofgasse 6, +43 1 961 1960, hollmann-beletage.at; doubles €120)

Budapest

Budapest gets chilly in winter, but a cinnamon pastry and a hot steam bath will soon warm you up. The Budapest Winter Campaign (budapestwinter.com) features money-saving offerss at many top hotels and a free ticket to one of the city's most popular spas.

• Mamaison (mamaison.com) has a winter warmer package at boutique Budapest hotel Andrassy for €281 for two nights. Wizzair (wizzair.com) flies to Budapest from Luton from £30 one way