Some are designed to daisy-chain together for longer strings and some aren't. Other than that, color and spacing are about the only things to consider. I've seen them at Lowes and HD year-round. Wait until after Christmas and you'll be able to find them at Wal-mart, Target, etc for steep discounts. They're probably available on-line for lower prices than Lowes or HD.
If you do this, can you take pictures and post it? I have a deck and have always wondered what to do about lighting. I have 4 solar lamps on corners of the deck but I think I need to pull out the batteries and recharge those b/c they are basically dead now.