A Christmas party is basically an indoor low-light event, already pretty well covered by earlier questions here.

The scene is very similar to an indoor wedding. so most of wedding tips should apply here as well.

Specifically addressing your points:

• Getting fun photos where people look natural at arrival is probably the hardest, because people are not in the party mood yet and you haven't had a chance to "wear them out" with constant snapping, so they wary of anything unexpected, such as a photographer at the door. You also cannot remain undercover with a tele lens in distance - most likely the lighting is so bad you'll need to use a flash.

  Having a little girl dressed as an angel handing out sparklers to arriving guests would probably distract and melt most guests. Photographer in a crazy costume would probably bring out laughter in a few people, while others would feel insecure not knowing how to react.

• Your set-up depends on the venue and if/what kind of space has been reserved for you. Make sure to visit the venue beforehand, so you can plan the lighting and props for your "posing corner".

• Christmas tells me that family feeling and children should be the main values to depict, so you might want to pay attention to getting group shots and good portraits of the underage case (if they are invited). Try to have both posed and natural shots.

P.S. Sorry you'll miss your Christmas party this year.