I actually did have a problem one year with the lights tripping a gfci outlet. It turned out some water got into a plug gap, froze, and bridged the hot and ground. I made little gaskets from foam sheets I had laying around and that seemed to be enough to fix it. I also wrapped the connections in electrical tape, but I think that just trapped any water that got past the tape. The other thing is to just keep the plugs off the ground so they don't sit in the snow.