UPDATE: The guide was updated for MoP.Happy Winter Veil everyone!As usual I'll try to make a simple achievements guide for this event to help you out just in case you didn't completed these achievements yet. I'll list them in the same order I completed them years ago.
He Knows If You've Been Naughty - You'll have to log into the game after Christmas, and get a present from under the Christmas tree from Orgrimmar or Ironforge.
Scrooge /
Scrooge - Simple. Buy a
Snowball and smash your leader in the face

. Baine Bloodhoof, if you are horde, or Muradin Bronzebeard, if you are alliance.
On Metzen! - Complete the
Metzen the Reindeer /
Metzen the Reindeer quest. Get the quest from Ironforge or Orgrimmar and save the Reindeer from Tanaris (for horde) or Searing Gorge (for alliance).
The Winter Veil Gourmet - This is another achievements where you'll need some cooking skills. 325 in cooking to be precise. You can buy the recipes from Smokywood Pastures vendors and the
Recipe: Hot Apple Cider can be also received as a present in your mail. You'll need
Small Eggs for these things. Expect to see them on high prices in AH. But don't worry, those are very easy to farm from starting low level areas.
Simply Abominable - Complete the quests from Smokywood Pastures vendors. The quests are:
A Smokywood Pastures' Thank You! for alliance and
A Smokywood Pastures' Thank You! for horde.
Bros. Before Ho Ho Ho's /
Bros. Before Ho Ho Ho's - First you'll have to collect a few
Mistletoe by /kiss ing a Winter Reveler every hour. The horde will need 3x
Mistletoe and the alliance 8x
Mistletoe.
Alliance NPCs:
Brother Kristoff,
Brother Crowley,
Brother Benjamin,
Brother Joshua,
Brother Cassius (these are in SW),
Brother Nimetz (in STV),
Brother Wilhelm (in Goldshire),
Brother Karman (in Theramore) -
Alliance have to many brothers if you ask me...Horde NPCs:
Brother Malach (in UC),
Durkot Wolfbrother (in Borean Tundra),
Brother Keltan (Icecrown).
Fa-la-la-la-Ogri'la - You'll have to fly to Outland, at Ogri'la and complete the
Bomb Them Again! quest with your mount transformed into a festive reindeer. To transform your flying mount you'll have to use a
Fresh Holly or
Preserved Holly both obtainable by /kiss ing Winter Revelers.
'Tis the Season - The
Pattern: Green Winter Clothes and
Pattern: Red Winter Clothes can be crafted by Tailors, the
Pattern: Winter Boots can be crafted by Leatherworkers. Also, you can get them from AH and sell them back after you complete the achievement. The
Red Winter Hat and
Green Winter Hat drop from instances from any humanoid boss. I have mine from UBRS since vanilla wow but you can now get them from all the humanoid dungeon bosses.
Graccu's Mince Meat Fruitcake will be in your mail a day after you completed the Winter Veil quests. Once you have all those items, wear them and eat that Fruitcake.
Remember to do this during the event!
Let It Snow - /kiss to a Winter Reveler (once per hour) to get the
Handful of Snowflakes you'll need 10 of those. Go to a high populated area and "farm" the players you need

A Frosty Shake - A day after completing the
You're a Mean One... /
You're a Mean One... quest you'll receive a
Winter Veil Disguise Kit in your mail. Go to Dalaran, use it and dance with another snowman.
With a Little Helper from My Friends - Get yourself transformed by a machine outside Ogrimmar or Ironforge and run a few BGs. Remember, you need only kills not killing blows.
You'll lose the "costume" if you die, but you don't have to farm 50 kills in one BG.
Crashin' & Thrashin' - After Christmas get your presents and see if you get the remote controlled robot. If you have it, "kill" other 25 robots with it. The robot is available from the daily quest present as well, so make sure you open all your presents daily.
This is not required for Meta achievement.
BB King /
BB King - You'll need a
Red Rider Air Rifle. You can get one of those from any toy vendor. After you got it you'll have to "shoot" the opposing faction leavers.
This is not required for Meta achievement.
A-Caroling We Will Go /
A-Caroling We Will Go - For this achievement you'll need a
Gaudy Winter Veil Sweater. This Sweather comes form a christmas present and you can get it right after Christmas when you open your presents. You just have to use it in all enemy cities.