Still film cameras: Use manual exposure settings if possible. It is best to experiment ahead of time, but if you cannot do that, check the film instructions or a photography handbook to get an idea of how outdoor lighting should be photographed. The setting will vary with the speed of the film.
For experimenting, take a string of Christmas lights, stretch it out and hang it against the wall of your house outside, and take pictures using different settings. Remember the best camera settings for use at WDW.
(I don't remember the f-stop needed for Christmas lights outdoors)
I actually think that 200 and 400 speed disposable cameras will give a decent picture of outdoor Christmas lights without having to do anything special.
Video camcorders or digital still cameras. You also need to use manual exposure. Even if manual exposure override is limited to plus two, plus one, zero, minus one, etc. that is better than no control. If you have a color panel viewfinder adjust it so the lights look their best, while people will look very dark. If your viewfinder is only a tiny black and white peephole, at least adjust it so the scene should look like night, not letting the camcorder automatically try to make the scene look like daytime.
Disney hints:
http://members.aol.com/ajaynejr/disney.htm