Frankfurt in Winter

There usually are not any cruises in the winter unless the weather is mild and then maybe one per day, but that means calling KD the day before and asking.
You could also take the train up to Koblenz on one side of the river and then down the other side. Lets you see the castles. With an all day ticket you could get off in the towns, but the only towns that may be ok to visit would be Rüdesheim, Eltville, or Bacharach. All the rest are really dead.

Rüdesheim has their market on every day, so you might want to just go there. The RheinWein Welt has great wine tasting, far better than what you would get with that tour that ETS is offering. Rüdesheim has lots of great restaurants and you could ride the gondola up to the Niederwald Denkmal and also visit Siegfrieds Musical Cabinet, which is really unique.

This is all extremely easy to do without a tour.

In my opinion you would be best served doing this via the train. You can easily take a train from Frankfurt to Rudesheim or Bingen, and from those towns down the river all the way to Koblenz if you wish. In December the towns along the Rhine are not as full as they are in Spring or Summer, and the weather will be cold and wet, with a possibility of snow. Places like Sankt Goar are small, you can easily walk the entire town in less than an hour. They do have some Christmas decorations, but not a lot. Rudesheim has the biggest Christmas (International) market between Mainz and Koblenz, and it's nice. You can reach it by ferry from Bingen if you go that route.

Rudesheim is known for (mainly) it's local brandy, Asbach, and between that and the wine it gets a bit festive in the evenings. Still, it's not a huge market, but a decent one. If the weather is clear I highly recommend taking a ride up to the Niederwald Monument.

Koblenz is worth going to, but in the evening, as they have a fantastic light show within the Ehrenbreitstein Fortress with a skating rink, live music, food and drinks, and a view out over the city. The market is down in the city, about a 5 minute walk from the aerial tram that goes up to the fort.

Mainz has a very good Christmas market, which spreads out in several places, notably the plaza by the Gutenberg Museum, down to the steps on the Rhine, and around the fest fountain (where they usually have a stage with music).

For something a bit smaller, consider Bad Kreuznach, a very old city that's popular with German tourists.

Down by Heidelberg you should think about including Neustadt (on the wine road), Speyer, or maybe Neckargemund (which has 3 castles and no tourists).

Consider staying in Wiesbaden (or the other spa town mentioned). The baths are a great way to recover from the long flight.

Unlike Americans, Germany still revels in the quality and quantity of seasonal food, and don't expect those foods to be available year-round. Asparagus, Strawberries, and Pifferlings (Chanterelle mushrooms) all produce temporary booths and special menus in restaurants. Likewise, wine season is harvest-time. December is Christmas Market season, when the specialty might be Gluhwein, which I like a lot.

Tourist companies cannot make money selling something no one wants, like a cold, windswept deck of a day-steamer that carries a few hundred tourinsts in July and August. There are wine-cafe's, that might offer quite a lot of wines by the glass, but in the depths of winter, maybe not so much. And you can't get Neuer Susser except when it has, surprise, just been partially fermented, in September or October.

Trains cover the scenic Middle Rhine very well, but I much prefer the view from the KD boats, in summer. You may wish to use the Search box on this site (top center) to read some of the many itineraries that have been suggested in the past. Even in summer, the frequency of the boats does not (IMHO) lend itself to treating them as a hop-on, hop-off tourist bus. And only a very few castles have interior entry available. But you'll find a list when you do that Search.

I remember enjoying a day cruise on the Rhine in the Summer from Rudesheim, it was great.

Doing it in the Winter, I wouldn't want to freeze.

Thank you very much. Some very valuable advice! I’m most grateful.