I had a request to write a post on this (which is always nice!) so I thought I would.
Obviously, if you are making the whole meal vegetarian, the world is your oyster (or something vegetarian), but, assuming that you are not and are just seeking something to make for one or two vegetarians when you're making the rest of the Christmas meal traditionally...
I reckon there are three important things - a) the vegetarian option needs to be something special, there are so many side dishes on the table, it needs to be something that is obviously not another side dish, b) it needs to go sensibly with the side dishes - i.e. it's going to be a bit weird if the vegetarian main is curry to eat roast potatoes and sprouts with it and c) it should, ideally, have some of the standard festive flavours.
I know there are people who are all "but they can just eat the sprouts" but, really, these sorts of meals are about coming together, breaking bread together, all of that stuff that is just - frankly - ruined by one person being ignored and hungry at the table. If you're an omnivore hosting a vegetarian this Christmas, be inclusive, make them something special and, trust me, the meal will feel more special for you too.
With that in mind, I think pastry in general is a good bet - it definitely feels like a main, you can add ingredients (like stilton or chestnuts) which make it feel festive, and it goes with the standard side dishes.
I posted about puff pastry tarts for party food here but they can easily be made larger and, if you use ready made pastry, they also have the virtue of being pretty quick and easy while still looking impressive. Mushrooms and stilton might work well.
On a related note, pie is satisfyingly stodgy and can also be made to include festive flavours. I posted about a couple of different pies here - spinach, broad beans and feta, and mushrooms, chestnuts and stilton. Making your own pastry definitely does make it taste better but is by no means essential.
It's not particularly festive but it was tasty and I feel the need to include something which includes mighty aubergines, the Greek version of aubergine parmigiana, which I posted about here is easy to prepare in advance, looks impressive and is a bit different - any vegetarian will be well used to aubergine parmigiana but the Greek version is different, more robust, more strongly flavoured.
Also on the not particularly festive but tasty note, Ottolenghi's onions stuffed with breadcrumbs, feta, and parsley are delicious and definitely special enough for Christmas.
Whatever you decide, I hope you all have a great Christmas!