Police said one primitive explosive device -- a tin can filled with fire crackers, nails and bolts, but with no detonator -- was found in a church in the southern city of Minya.
Armoured cars will also be stationed next to churches for Christmas Day, which falls on January 7 under the Coptic calendar, police said.
Drivers will be banned from parking in front of churches, which will be tightly monitored by explosives detection teams and police, the official said
Some Muslims, he said, will also show up at churches to act as human shields in a show of solidarity with Egypt's beleaguered Christian community, which accounts for 10 percent of the country's 80 million people.
The official Al-Ahram newspaper reported that security would also be tightened around tourist resorts.
Hundreds of worshippers gathered on Thursday at the Saints Church in Alexandria, site of Saturday's bombing, and were guarded by dozens of police and anti-riot vehicles.
Others converged on Saint Mark's Cathedral in Cairo, where the head of the Coptic Church, Pope Shenuda III was conducting the service.
"To survive, we Copts must confront our fear and pain," said 27-year-old Maureen in Alexandria, dressed in black.
"We have to be stronger than the terrorists. That's why I am coming to mass."
Girgis, 25, said "the Copts should not drop their guard." The authorities are "doing their best, but I think the Christians of the east should find their own way to protect themselves."
Maher, 50, arrived for the mass with his wife and two daughters. "Our sorrow is great, but we feel stronger because of the support of our Muslim compatriots," he said.
In Moqattam, a poor Cairo district with a large Coptic population, residents said the threat of further attacks would not deter them from going to church.
"With Al-Qaeda's threats, we anticipate further attacks but we are not afraid. God protects us," said Adel al-Wazir.
Pope Benedict XVI, who described the Alexandria bombing as a "cowardly gesture of death," sent his "heartfelt greetings and best wishes" to those now celebrating Christmas.
"May the goodness of God... strengthen the faith, hope and charity of everyone and give comfort to the communities that are being tested," he said in an address to pilgrims in Saint Peter's Square.
Meanwhile, police released a sketch of the suspected Alexandria suicide bomber's face, reconstructed from the remains of a severed head found on the roof of the church.
No one has yet claimed responsibility for the attack, which came after an Al-Qaeda-linked group in Iraq threatened Egypt's Copts after saying it was behind a deadly October assault on a Syriac Catholic church in Baghdad.
The group, the Islamic State of Iraq, said it would attack Copts if their church failed to release two women it claimed were being held against their will after converting to Islam.
Several weeks before the attack, a website linked to Al-Qaeda published a list of Coptic churches it said should be attacked in Europe and Egypt, including the one targeted on January 1.
A security official in Jordan told AFP on Thursday that police in the capital Amman had also tightened security for Christmas services at two Coptic churches there after the Alexandria attack.
Around 3,000 Copts are estimated to live in the kingdom.
The Alexandria bombing sparked days of protests and riots around the country that injured dozens of policemen and protesters.
President Hosni Mubarak has vowed to find those responsible for the New Year's Day bombing which he said targeted all Egyptians, regardless of their faith, and blamed "foreign hands."
Last year began with a massacre of six Copts and a Muslim security guard after a Coptic Christmas Eve mass and ended on a tense note after two Coptic protesters died in clashes in a protest over a Cairo church permit.
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