Yo La Tengo in Hoboken

Yo La Tengo's music is ideal for the onset of winter: the exasperated dread when you realize the sun is setting at2:30 p.m. and the temperature in your apartment is hovering around 30 degrees, mingled with the childlike elation of that first cartoon-fluffy snowfall: wildly beautiful and deeply, deeply sad.

A Charlie Brown Christmas, of course, still destroys in this regard, but that same sublimely bittersweet melancholy pervades YLT's whole catalog, soft indie-pop hymns that curl into fetal positions for warmth and comfort, the occasional amp-annihilating burst of yelping feedback merely a ruse, a smoke screen, another log on the fire.

The effect is magnified if you see them in New Jersey.

Which is convenient, as every December they throw a week's worth of gala Hanukkah shows, jovial star-studded affairs ("star" is a relative term, but when's the last time you saw Alex Chilton?) that merely require you to schlepp your ass out to Maxwell's. In Hoboken.

Like the holiday season these affairs celebrate, this journey is profoundly exhausting and, in retrospect, spiritually profound. Setting aside practical matters (they live there), I am convinced Yo La Tengo force this pilgrimage for the psychological effect. From the PATH train, it's a 20-minute trek up a wide street festooned with holly, winking lights and all manner of cheerily blinking Christmas/Hanukkah propaganda, which helps thankfully to offset the bitter cold and general Jersey-related disorientation.

And on Thursday night — the third show of their epic eight-night swing — when you finally trudge into Maxwell's, YLT are there to greet you, all smiles and seasonal cheer, kicking things off with "Nuclear War," a Sun Ra oddity wherein you learn that nuclear war is

a) a motherfucker; therefore, you can

b) kiss your ass goodbye.

Happy holidays.

Continuing the winter paradox, though, is this jovially delivered apocalypse; Ira Kaplan on organ and his wife Georgia Hubley on disheveled drums, joined on a separate kit by bandmate/Clark Kent lookalike James McNew. It's sloppy and goofy and catchy and oddly appealing, given the sentiment. A few songs later, that exact same configuration delivers "Autumn Sweater," one of Yo La Tengo's sweetest, saddest songs, an archetypical in-love-with-an-indie-chick affair with just as drastic a portent as nuclear war, so far as the skittish narrator ("Is it too late to call this off?" Kaplan meekly squeaks as the date/party begins) is concerned.

Of course, these shows sell out immediately as much for the special guests as the band; each gig is loaded with luminaries both musical and comedic. This creates the classic problem: In such situations, you always go to the wrong show, the uncool one. The night before you showed up, the Jackson 5 reunited onstage and covered Dark Side of the Moon in its entirety! You totally missed it!

It's even worse if you comb yolatengo.com for tales of Hanukkah concerts past: Reading that David Byrne jumped onstage in 2002 to do "Pulled Up," "Tears Are in Your Eyes" and "Love Comes in Spurts" — and you totally missed it! — is enough to make you wanna throw someone through a wall.

So it was dismaying to hear of the raucous hoedown two nights earlier — Mark Arm was there! They covered "Ain't Talkin' 'Bout Love"! — when Thursday's guests are a bit more unassuming: the dBs, long-beloved discordant power-pop fanatics whose songs are expertly angsty knots of almost prog-rock tension that suddenly burst into brilliant, infectious hooks that never stick around long enough to annoy you. Not exactly oozing star power, but they suffice, as does our comedian, Eugene Mirman, who waxes philosophical ("Hot poop or cold poop? Hot poop is fresher!"), complains about his gas company and hands out mix CDs he made wherein every other song is Aerosmith's "Dude Looks Like a Lady."

Furthermore, there's a final fount of appeal here: Yo La Tengo's bottomless well of cover tunes, an encyclopedic acumen central to their rock-critic appeal, the only band that can introduce a song (during the encore!) by noting its appeal for hard-core record collectors. It's great fun watching Ira ham it up for Dylan's "I Wanna Be Your Lover," but I've always been partial to the songs Georgia sings, frail and delicate and quietly rapturous. (Hearing that she did "I Feel Like Going Home" Tuesday night, I throw yet another dude through a wall.) So tonight's highlight is her sunny spin through Beat Happening's "Cast a Shadow," flaunting almost Sesame Street levels of wide-eyed naiveté.

And during the encore, after the record collectors are thoroughly sated, YLT springs one more surprise, pulling ­cannonball-voiced My Morning Jacket frontman Jim James (sans beard!) onstage for a wry three-song finale: Neil Diamond's "Solitary Man" into "Secret Agent Man" into Kiss's "Hard Luck Woman." Here, then, is the essence of the Yo La Tengo Hanukkah spectacular: highfalutin rock-nerd jokes deployed in as small and intimate and familial an environment as possible, more like a family potluck supper than a rock concert.

And when you're finally cast out into the night at 1 a.m. or so, you hike the 20 minutes back to the PATH train through Hoboken, now deserted save for a few staggering, atonally yelping bar-goers, the Christmas lights still shining from the telephone poles, and miles of public transit to go before you sleep. Holiday cheer keeps you warm all the same.