We stopped here in December for an afternoon. The hotel itself is really gorgeus. The place was decked out for Christmas and so pretty. It was a lot of fun to wander.
The show, "Hooray for the Holidays" is the yearly show put on by the hotel (each year it is a different show). There are options to enjoy lunch or an afternoon tea as well. The lunch was just OK as the food was dry (lot of food served) but served on very pretty china. The show was fun and they sung a wide variety of Christmas tunes. It was an enjoyable afternoon.
So if you're looking for a Christmas trip locally or a bit further, the Grand Geneva is a really fun place to check out. They offer plenty of other activities offerened year round and being a hotel, a place to spend the night. (If you like to golf, there is a huge golf course adjacnet to the hotel. Also there are riding stables.)