Yeah, Arnold's Christmas is a real highlight of the series and is in my view the gold standard for the series.
I have a few others and obviously there's a lot of ArnoldxHelga since I'm a shipper XD
Arnold's Valentine
Helga's disguise is funny and it's interesting watching her interact with Arnold when she doesn't have to put on a personality.
Mud Bowl
I like football, not much else to say XD
Helga vs Big Patty
This shows both what sort of trouble Helga's toughness can get her into and there's also some AxH, too.
Arnold's Thanksgiving
I like this one because it's one of the better examples of Arnold and Helga just getting to talk as kids and discuss their family lives. It's a simple take on a big holiday and is a real treat
Summer Love
Great seeing Helga jealous. She goes tsundere mode here.
Helga on the Couch
An important episode which breaks down Helga's full character and also gives some context.
Married
A funny and also heartfelt episode.