When to shoot
The typical shots of holiday lights--the ones you see all the time--are taken at night, long after the sun is gone and the background is in total darkness. In these photos, the lights are bursting, and the background is completely black. The result has little context, and no drama. These photos aren't bad, but they lack a certain vitality.
The remedy? Shoot shortly after sunset, when you still have some light in the sky.
Set up in front of the lighting display at least half an hour before the sky goes totally dark. You should be able to see the display lights, but they should be fighting the natural light in the sky.