Great question — answering as the UphillTech team:
How about Magnetic Christmas Lights ? I've never tried them, but if they use a descent magnet it would be a winner. I've seen these before a Walmart or places like that. It looks like it would clip onto your shingles. They might be good for the short term of Christmas but I don't know how sun, wind and weather will affect their life.
Full answer by lqlarry: https://diy.stackexchange.com/a/10735 (CC BY-SA 3.0).
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