We are in exactly your position - kids have their own kids for celebrating Christmas, and we will follow the idea of spending next Season away from it all in some warm weather with sand and beach. We do not expect to fully avoid the commercial hassle - it's on all over Asia, even in fairly remote places - but it is not felt so strongly if you can look out at the sea from the shade of a coconut palm tree.
But since I am German let me say something in favor of your other option: The big Christmas markets are very touristy, indeed, but the small local ones are usually very nice. Mostly organized by local charities, visited by the locals who meet their neighbors there. These, usually are only open on weekends in December.
As to concerts: bear in mind that all the musicians also want to do their last-minute shopping and be with their families, so most activities come to an end by about 20th Dec., and nothing much will happen before a few concerts around 26th to 30th December. The famous orchestras will all be on holiday, though. New Year's Eve and New Year Day are full, very full of concerts, usually of the light Johann Strauss spirit, very popular, so do book early!
Don't forget: It is either very cold (with snow) or pretty cold (with rain), and daylight is short. Hotels go down to a kind of emergency service, unless they are in popular cities with at least two handful of tourists.
As I said: we live here, but will (first time!) go away fro Christmas!
tvb
