While many of the achievements require the purchase of cheap indie titles, there are several ways to get your hands on a gift from the great pile absolutely free. Checking your Steam inventory page and trading any item with another user will get you two free gifts, and joining the 2011 Holiday Group will net you a third. Two more prizes can be collected by completing the Son of a Nutcracker! achievement in Spiral Knights and the All I Want for Christmas is Sewers achievement in Rusty Hearts, both of which are free-to-play MMOs available through Steam.
Skip past the cut for details on how to beat the Steam gift achievements for Spiral Knights and Rusty Hearts, including full walkthrough videos.