Well, I am a fan of Munich though I do not really like its main Christmas market. There are several markets and lots of town to traverse on foot. I like to visit the Alte Pinokothek museum and take a look at Dürer's self portrait - not too onerous a walk from the Alt Stadt. I did the walk on a Sunday morning and was able to stop in the Theatinekirche enroute just as a service was starting - Munich dressed to the nines on a Sunday morning - the church was heated which was a welcome relief. Lots of Christmas tree markets along the way. After the museum, I visited the medieval Christmas market which often has live performances of one sort or another. And the Feuerzangenbowle is top notch there. Oh, and then there is the Creche Museum - kinda different
I was staying in Munich on a Saturday (yes, early December) and took a day trip to Garmisch where they had a really local Christmas market going on. Made for a change. I actually enjoyed pretending I was a local (again) and shopped in their H&M. When I got back to Munich, the main market was roaring with crowds and drink - too much for me. But, right next door, Der Alter Peter church held a Saturday evening service called Night Music with a small guitar group and singers - church lit only by candles. The church was packed! And what a difference from what was going on immediately outside.
My first stop in Munich is usually the Viktualienmarkt for some Nürnberger bratwurst and then to stroll around and pretend I am a local looking to buy some Christmas greens. Also, Dalmayer delicatessen across from the Rathaus has fantastic special Christmas chocolate bars that make great gifts. And for the best view of the famous tree, visit the bookstore opposite the Rathaus, Hugenduble - 2nd floor. And, IMO, the best local gift shopping at the markets is to be found inside the Rathaus courtyard where local artisans exhibit. I could go on and on, obviously!
But, if you are in a location that celebrates the Krampuslauf (google it}, do not miss it. Munich has at least one if not more dates. I caught it once going through Marienplatz. I was also fortunate enough to be in Hallstatt on Dec 5 which is the date of the Lauf each year, without fail. I believe Salzburg also celebrates the Krampus.
I have not been to Prague so cannot comment. I have visited Vienna twice during Advent and found it overwhelming - there are many market options which really should be enjoyed with friends at the end of a work day or on a weekend to unwind. I found the Spittelberg market much more cozy and interesting than some of the larger ones.
Nurnberg is massive, not my cup of tea. Salzburg has numerous smaller markets in fairytale settings. In sum, I think a pure diet of Christmas markets can get pretty tiring. Research what else you might like to do in the cities on your list. I was fortunate to be in Vienna a few years ago and caught the Dürer exhibit with lots of his watercolors - just what I needed to balance the Christmas decorations! Enjoy, and try to build in some relief from the markets in case you need a break. Oh - Vienna - Third Man Museum - a must. I will stop now....