As for living at the North Pole, I'll bet some parents came up with that one, to prevent their kids from asking why they couldn't go visit him, and why Santa can't make the trip to distribute gifts more than once every year, and why they've never seen him out around town, etc. But I could be wrong.
Though these days it seems to be accepted that Santa's home is in Lapland (which is not strictly a country, rather it's a region in the arctic part of Scandinavia) and specifically in Rovaniemi in Finland, but only because someone set up "Santa's Village" as a tourist attraction there.
The Dutch one is Saint Nicholas (patron saint of children) who celebrates his birthday on 5th december and has been around since the 4th century. Funnily, he is mostly dressed in red too. He ain't no fool though, instead of going down himself, he sends his helper (black Pete) down the chimney:-)
Janetex and Janetex - black pete was supposed to have been a Moor, which is interesting because the Moors didn't conquer Spain until the 8th century. But, ahw well, it is nearly xmas...