Embroidery Library has some very nice sets. I have used them for my tree. I believe adelmarie has already supplied the link.
looks like you got some good anwers so I will give you all a flower
I wish i could remember where I got mine I have lots...If I remember I will let you know.
are you looking for free designs or paid? Embroidery library has some nice ones, also there are some nice at Oregon Patchworks
the fsl teddy bears i done came from flipkoza they stitched very well no problems at all
Free FSL at www.filipkoza.cz/k05_laces.html. I just checked and he does have them as well as a nativity scene. I have not stitched any but am going to try them. Also have a for sale nativity scene at Embilibrary. I have purchased designs at Cactus Punch (20 designs) and Dakota Collectibles (20 designs). You might also try AnnTheGran.