With a Virgin Mary strip show, lessons in how to sit on Santa's lap and a carol about drugs, this festive extravaganza is about as alternative as Christmas can get. Is Britain ready for the New York legend's show? If there's one song that hardly seems Christmassy, it's The Black Angel's Death Song by the Velvet Underground. While Lou Reed's lyrics mention "the cosy brown snow of the east", it's the kind you inject ra…