The lighting around our Gazebo has worked well for about 2 years, until recently. It uses strings of lights with only 15 lamps in series, per string. Replacement bulbs of the correct voltage (approx 9 volts each) are almost non-existant. Conventional miniature Christmas lamps are around 2.5 volts, and do fit the sockets. I wanted to upfit the lighting with lamps that are readily available (and I have lots of).
Without significant changes to the strand wiring, the next option was to add a ballast resistor of the appropriate value and replace the lamps with standard 2.5 volt lamps. I found the resistor required was 1000 ohms @ 10 watts. I cut the circuit in series with the lamps, soldered the resistor in line, used heat shrink tubing to insulate the connections, simply heat sinked the resistor to the frame with thermal compound and plastic zip straps.
It worked great, and allowed us to keep the look of this style of lighting and easily repair it in the future. Here's a few pics...
Shot at night, after repairs...