The way you spend Christmas is far more important than how much.
attr. Henry David Thoreau
Thoreau was indeed an advocate of simplicity. He was also a Transcendentalist, and therefore not terribly likely to have celebrated Christmas at all. He died in 1862, which is before Christmas became the overwhelming monument to consumerism that it tends to be these days.
All of which leads me to ask: Did he say or write this?
The website Walden.org is dedicated to Thoreau and his works, and it has a handy searchable library. Searching for the alleged quote turned up nothing. Searching for the word “Christmas” turned up a few unrelated references.
Google Books, in a desire to be helpful, now returns books that don’t contain the search terms at all. Thanks, Google. The related books it founded were the usual motley assembly of “quote” compilations. I tried archive.org, with similar results.
Verdict: No, Thoreau did not say or write this. As always, if you can give me a primary source showing otherwise, I’d be happy to change my mind.
They didn't say it 