This video might help you to modulate, it's one way anyway : [ Invalid YouTube link ]&feature=endscreen So practice some of this technique then pick your Christmas music and apply it. Keep in mind that when you build a medley you often don't play entire pieces one after another but segments of each piece to create one work as long as you desire the work to be.
Edit:
To add to this, as you modulate, work in part of the rhythm change to the new segment if there is one ( not all pieces will have the same rhythm or time signatures). Sometimes in medleys too, there is a main theme song, just say for instance that theme song is Silent Night, break away from Silent Night to create the medley portion and then modulate back to Silent Night for the ending. Silent Night isn't a good example of the main theme, just saying if ! I think of Silent Night as it's own piece and last Christmas used David Nevue's version of the song as a piece of it's own in my little performance. Consider too that a the whole medley could take on a theme, such as all the pieces have a jazz touch to them for instance, again just sayin !
For a Christmas performance ( performance meaning even for family or the house cat, to as much as going out and about in a club someplace) I might put together four pieces in a medley and reserve something else as a main piece to play separate from the medley, if not a few. Perhaps the medley is traditional Christmas carols and the main piece something new age or classical, what ever.