On December 24, 2008 the annual holiday message of the Grand Duke was posted (in English, French and Luxembourgish) on the official website. You may read it here. There is also a video version in Luxembourgish only. I find the Grand Duke's voice to be lovely so you can view that on youtube.
He discusses the constitutional reform which has been initiated because of the resent snafu about him refusing to sign the euthanasia bill into law.