The 26th of December is the feast day of St Stephen. He was the first Christian martyr and his death by stoning is described in the Acts of the Apostles.
He is not, by any means, the last martyr. Many, many, many more would also wear the martyr's crown. As a matter of fact Christians die for their faith on a daily basis. In Communist nations such as China, Vietnam, Laos, Cuba, and especially North Korea. Christians also die at the hands of religous extremists, mostly Muslim but also Hindu and other religions. Only Christ's return will ever stop the killings.
However, martyrdom only helps to spread the Gospel. It is a powerful testimony to persecutors and Christians alike. It means another soul is in Heaven praying for the continued conversion of souls.
Today being the feast day of St Stephen, Pope Benedict XVI said of martyrdom that it is "exclusively an act of love towards God and all mankind including persecutors". I couldn't have said it better.