Lapland would be fantastic, I went there pre-children and it was absolutely unbelieveable with the fabulous snow. You can do reindeer sleigh rides, husky rides, skiing and lots of other fab things - and of course Father Christmas. We got our Lapland trip through lastminute.com. We didn't go to see Father Christmas, although others at our hotel with children did. our hotel was about 2 hours from the main Father Christmas grotto, but the hotel did a weekly excursion there.
If Lapland doesn't suit, we go to Centre Parcs during the first full week of December, when their Xmas celebrations and activities start. The whole site is decorated with lights and other decorations, there is Father Christmas there, sometimes a pantomime, a Xmas Treasure Hunt etc - see their website for details of what is available at each site. And of course there's the swimming pool which is available all week and where we spend quite a lot of time.
Hope you have lots of fun, whatever you do!