Maybe you could ask your DH to talk to his parents about showing favoritism to the other kids? He could say that you all want to spend Christmas with family, but it hurts your feelings and the boys' too when their grandparents obviously prefer other grandchildren. There's no reason you should be doing all the compromising. Even if they do like SIL's kids better, they don't have to show it so obviously.
And if your in-laws can't manage it, maybe you should consider doing holidays at your own house with just your family. It might be the start of a nice new tradition for you. Possibly your in-laws will miss seeing their son and grandkids and will figure out they need to change.
It really sounds like you need to sit down and have a serious talk with DH about what's going on with his parents and your feelings about it. Tell him that the boys are noticing, and that you're not willing to take them over just to be hurt. If it's a real problem, you and DH need to come to an agreement on a course of action.
If it comes down to it, and you're serious about staying away from in-laws, tell DH he can go for the holidays and visits by himself. He'd definitely miss being around his children on family holidays! Ultimatums can backfire, though.
Good luck with your in-laws.
Swayed for , our second born 4/6/10. Thanks, IG, for the unsatisfying sex, the yeast infection, and another boy!!!!
Not a good candidate for IVF/PGD. Swaying (non-IG) for #3.