I would recommend it, we were in Calis last new year and will be again in 2007 - a great way to see in the new year.
Calis has a different atmosphere in winter. It is much more relaxed and peaceful, many places are closed but still enough open for new year's eve parties.
The weather can be chilly especially at night, some days had clear sunny blue skies, and were warm enough to sit outside for breakfast, also just right for enjoying the scenery without being roasted. But when it rains, it rains!!
(flights are quite cheap too with Aegean)
Maureen