We go every year in Dec and we love it for the holiday decorations, shows, low crowds(we usually leave around the 6th-although this year, its the 4th!)
But as the others have said the weather can be both cold and warm.
Here's what I usually pack for my kids:
a few short sleeve shirts
3-4 sweatshirts
shorts
sweats/pants
1 long sleeve shirt.
Since it usually starts cool in the morning (were out of rooms by 7am) by afternoon it is warmer and then drops for the evening:
hence
your best friend will be a sweatshirt that can be removed.
(FYI: I always hide a scarf, hat and gloves for each of the kids in the suitcase......just in case...a couple of years ago at the Candlelight I was their best friend when I took them out of the purse! True Magic.