Get the right exposure
One last thing to consider before you start shooting is the exposure settings. If your camera lets you adjust the white balance, you should set it to Tungsten or Incandescent. Either of these settings will give you a richer, bluer sky as well as better lights.
You can leave the camera on its automatic setting, but if you can dial in manual and adjust aperture and shutter separately, try starting with f/8 and a half second. To change the overall exposure, open the shutter longer (for a brighter scene) or shorter (for less exposure). To make the strings of holiday lights brighter and more dramatic, open the aperture (to a smaller number, like f/4).