In December there’s a big Christmas market in Brussels (http://www.plaisirsdhiver.be/), I’ve never been there myself but I heard it is very nice.
I like visiting le Sablon area, which houses branches of allmost all the Belgian chocolatiers. (Window)shopping and sampling here is great fun for chocolate lovers. There is also a great place to have lunch at Sablon, Le Pain Quotidien (http://www.lepainquotidien.com/) – there are other branches around Brussels too.

If it’s raining the museums around Kunstberg/Mont des arts are worth visiting (Musical instruments museum is nice for lunch too), best to make reservations online first as some can get full.