We visited the Christmas market in Brussels yesterday and suggest you don't miss it. There is a large Christmas tree and live nativity scene on the Grand Place with real sheep. The Town hall is lit up in the dark accompanied by music.
The Christmas market is around the Bourse so buy some traditional items and enjoy some Gluhwein or hot chocolate while you walk round. When you have finished, I recommend a drink and maybe something to eat in my favourite bar, Falstaff, in rue Henri Maus, next to the Bourse.