The cathedral at opening time, the astronomical clock at 12:30, then the markets on Place de la Cathédrale, Place du Château and Rue des Orfèvres after dark.
Day 2
Petite France
The covered bridges and the Barrage Vauban terrace in the morning, a boat tour after lunch, and the Petite France and Place Broglie markets at dusk.
Day 3
Neustadt & Europe
Place de la République and the German-era avenues, then the Orangerie park and the European quarter. The Parlamentarium needs a passport.
Day 4
Colmar
Thirty minutes by train: Little Venice, the Unterlinden Museum and six Christmas markets. Stay for the lights.
Day 5+
Wine villages
Riquewihr, Kaysersberg or Eguisheim for small, craft-focused markets; easiest with a car or via Colmar.
Honest thought: the markets are best on weekday afternoons and early evenings. Weekends, especially Saturdays, are very crowded. Two nights are enough for the city; add Colmar to make it a proper Alsace trip.