I practised photographing Christmas lights tonight -- and need to go out again to make some improvements, but I'm happy with what I've learned to do so far also.
I'd read that we should arrive at the location no later than sundown, and start taking shots until the ambient light from the sky begins to match the light from the Christmas lights.
White balance should be set to Tungsten (which I forgot to do for the first few shots) - this helps in two ways - the lights are tungsten (so their color will show more realistically with the Tungsten WB) and the sky will show bluer, which adds a pleasant contrasting background. Try to include the sky in the photo so that you can benefit from this.
The shutter speeds will be low, so we need to use a tripod or another stable surface. I think the self-timer would be another good idea to lessen the chance of vibration when releasing the shutter. I didn't use the timer because I discovered that I didn't know how to set it on my new camera
I found the lights were over-exposed in my practice images. I couldn't see that well enough until I got them up on the monitor, so I'll need to adjust my exposure next time to keep them from blowing out.
Here's the practice shots from tonight (they're my neighbors, mine aren't up yet and don't look good enough to photograph):
Have you taken any photos of Christmas lights - this year or in years past? Any tips to help the rest of us?