Depending on what you are using will depend on what you need, leaving lights on a roof is about the hardest conditions that can be found, very large temperature fluctuations, extreme heat and cold, maximum UV exposure, maximum rain exposure, these all add up to dramatically reduce the life of anything that is left on the roof.
So what can you do, find something that is UV resistant that will protect the lights before mounting them permanently, for strips Bruce (TuppetsDad) found some great UV sleeves that should work great for this application, i wonder how well this would work for strings and such
I also have this problem of age. I am now leaving lights up in protected locations - those under the eaves and the roof outlines which get little direct sun exposure. The latter are CCRs & RGB dumb strips.
I do not leave up lights that are directly exposed to sun and rain as my experience says the failure rate is too high.