Did you know that the tradition of putting oranges into Christmas stockings dates back to the times of St. Nicholas, himself? It's true. The story goes that St. Nicholas overheard some young maidens who were upset because they were going to be sold off into slavery because they did not have enough money for a respectable dowry, therefore no husband could be found for them. After the girls had washed their stockings they had hung them to dry by the fire. The next morning they found enough gold coins in their stockings for a very adequate dowry. It is suspected that the coins had been thrown into the window or down the chimney and had landed in the stockings. The gold that St. Nicholas is known for throwing has been represented by gold balls therefore making oranges, and even apples, the symbol of the gold. - Source
The Night of The Oranges
The Christmas Orange
John Henry Faulk's Christmas Story
Of course, you could always go for the chocolate version.
Then there are such delicious things as these:
Orange Snowballs - Recipe
But I think I prefer my oranges most of all like this: