AIKEN FOR AN IDOL: He may have lost the “American Idol” tal ent contest to Ruben What’s-His-Name, but in the days since the loss, Clay Aiken has proved to be the real winner: He’s had a very successful solo album, a couple of major arena tours and now the nerdy singer released a pretty good holiday album. Aiken will reprise his best-known, best-loved songs along with a Christmas program at the Theater at Madison Square Garden Thursday at 8 p.m. For all the Aiken breakin’ headbangers out there, hate Clay because he’s soft, but give him big respect as one of the few vocalists in popular music who sings every note you hear in concert. Tickets are $45-$80. The Theater is located in Madison Square Garden, Seventh Avenue between 32nd and 33rd streets; (212) 465-6741.