I usually use Challah bread for bread pudding, which is a buttery egg bread, but right before Christmas, Panettone is something that is very commonly seen in stores and is a great choice. It's an Italian sweet bread that has a similar texture to challah, since it's also buttery and eggy, but it's also studded with raisins and candied orange and lemon zest. There are lots of different varieties out there.
If you're using simple Challah bread, you can also add dry fruit to the bread pudding, as well as nuts, chocolate chips, candied citrus peel, etc.