In reply to samparsons:
In common with many others, I too have done this. The only slightly unusual thing we did was to drive out rather than fly. It took 2 days each way (2 drivers) with an overnight stop in southern France and we arrived on Christmas Eve. It was the most memorable climbing trip to Spain that I've ever done, simply because of the journey. We left a cold, sleety mid-winter Wales, endured more snow in central France and then basically drove to an entirely 'different' season - sunny, warm and balmy weather in the main on the Costa Blanca.
If self-catering, be sure to stock up on food etc before everywhere closes for Christmas.
It's a great way to miss the usual Christmas stuff. On Christmas Day itself, three of us (in tee shirts!) had the whole of the Penon to ourselves. Bliss!
Have fun!
Dave