As far as installing lights on the roof.
If u are installing mini lights it is best to use large paperclips. Yes I know what you are thinking. But slide them on the wire then put one part above and one part below shingle and they will hold in anytype of wind and hold the strings tight. Plus you can not see them.
For the larger C9 and C7 bulbs if you want a really clean look use 1x3 boards and staple the lights to the boards then install on the roof.
Oh and here is one of my websites if you doubt.