Going to a mass presided over by the Pope at Saint Peter's Basilica is a highlight of a visit to Rome during Christmas season. Because these masses are so popular, tickets are required, and should be reserved in advance. While the tickets are free, reserving them can be a hassle. Select Italy recently added Vatican mass ticket booking for these special masses at Saint Peter's Basilica:
- December 1: First Vespers of Advent
- December 24: Christmas Eve Mass
- December 31: New Year's Eve Vespers
- January 1: New Year's Day Mass
- January 6: Feast of the Epiphany Mass
The Pope holds regular Papal Audiences on Wednesdays. These tickets are also free but Papal Audience Tickets can also be booked through Select Italy for a fee.
More: Christmas Season in Rome
Vatican City Visiting Information
Where to Stay Near the Vatican

I don’t really see why anyone should have to pay an agency a fee when these events, incl audiences, are free. See the pages of the Prefecture of the Papal Household:
http://www.vatican.va/various/prefettura/index_en.html Events are listed by month and all the information you need to reserve tickets is on the site pages.
People who make the reservations themselves do not have to pay an agency fee. Some people prefer to have a professional take care of making the reservations for them, in that case they pay a fee.