Christmas is a wonderful time, but let's face it: it can also get kind of depressing. And as far as sad Christmas songs go, Chris Isaak's "Christmas on TV" is a good 'un. The music isn't too much of a downer, but wallow in those lyrics, man.
This song is from his 2004 album Christmas. There was also an accompanying PBS special, which I've only seen once, but I remember it being a lot of fun.