One thing I have been wary of is ordinary incandescent bulbs used outdoors with nothing to cover them from rain. Typical examples of this are those strings of 'festoon' or party lights...you know those light sets where the lampholders are installed along a length of 2.5 twin by having their connection pins peirce the cable when the lampholder is screwed together. The bulbs fitted are just of the normal 25 or 40W BC domestic coloured variety. Then we have those IR sensor lights which are meant to take a 150W (or now 120W) PAR38 screw in bulb. Problem arises here when the thick glassed PAR38 bulb is replaced by either a normal GLS bulb or an R60/R80 reflector bulb. The we have the clowns who do things like mount a BC batten holder on an exterior wall fully exposed to the weather.
The point is if the bulb is on and it starts raining, the sudden cooling weakens the glass. If the wattage is high enough, the bulb will sometimes shatter. Don't be fooled by cool running bulbs either...the first bulb I had break in my hand was only 25W and it was thick glassed Aussie made.
Going back to those party light sets; they do seem potentially unsafe the way some people use them. On my trip to work I see a set wound around a steel balcony railing with some of the bulbs touching the railing and the concrete...what if one breaks (they are only at railing height and exposed to the weather)? I can just imagine the live filament support touching something.