Strictly speaking, every plug should be under a rain proof cover, or inside a weatherproof box. From a practical standpoint, NONE of the bulb sockets are rainproof. I don't know how they even get away with selling this stuff!
Now, folks have been decorating since long before GFCI was around, and I suppose there was an occasional accident, but for the most part...don't touch=don't fry! Running everything off GFCI protection should make you feel relatively safe.