First I must state that any line voltage wiring must be done by or at least supervised by a good qualified electrician. Not doing so WILL cause damage to property and worse to the life of someone. To clarify some of the terminology confusion, as a general rule GFI refers to a wall or outlet box mounted device. This is most often in the form of a ground fault protected outlet that everyone is familiar with. It also is available in the form of what some call a dead face GFI; it looks just like a GFI outlet, but has no provision for plugging into it directly. The most common applications for this type of device are for a whirlpool, spa, or any other hardwired 120 volt device that requires protection. GFCI refers to the act of providing protection or when used a device term it is in the form a breaker. The problem of confusion is caused by the terminology. A GFI outlet most often comes with those little stickers "GFCI Protected" that are intended for use on any devices down circuit of the GFI outlet, meaning the act of protecting with said device.
Further, it may have pointed out in past discussions, but it has not been clearly stated here that a GFI outlet has connections for line side and load side. If improperly connected, the device may provide power without protection, even with the latest models. Always test any new installation with the proper equipment before putting it into service. It is true that some of the newer models are supposed to have safe guards against this, but they do not always work. Even the most careful professional can accidently connect these device incorrectly, so I say again, ALWAYS test.
One of the senior members mentioned the NEC exception for deicing equipment. This equipment still is required to have ground fault protection, but with a different type of device. For this type of installation a knowledgeable electrician is a must.
As far as not using gfci on lighting displays, you are playing Russian roulette with a six shooter loaded with five bullets! The best way I have found to prevent tripping is to make all plugin connections in a drip loop style. Keep them at least two foot above ground. Protect them with black garbage bags and duct tape. Not only does this keep the connections semi-waterproof, but the black bags tend to hide the wiring. So now go light it up and be safe doing it!