I'm looking for a classical christmas piece to play at a concert but it must be challenging!?

What instrument?

Most of the "classical" Christmas pieces are going to have a decidedly Christian theme. If this is not a problem, I'd go with "Jesu, Joy of Man's Desiring". This is a beautiful piece that has been arranged for solo keyboard (both organ and piano), solo guitar, and accompanied instrument (violin, flute, etc., with piano accompaniment).

Which instrument ?

DO NOT CHOOSE :

Pachelbel Canon
Moonlight Sonata
Fur Elise

have a nice Christmas.

Arcangelo - Corelli - Concerto Grosso Op. 6 No. 8 in g minor (Christmas) - you'd need at least a quartet for this (assuming you are string player)
For piano, maybe a verison of Joy to the World or Deck the Halls?
You could maybe try playing a nutcracker suite of some kind for piano?

Anything from The Nutcracker would work nicely. Also, consider Ave Maria. It is an amazing piece of music.

Good luck.