The appropriate gauge extension cord for Christmas lights would depend on the length and wattage of the lights being used. The most common gauge size for household use is 16 gauge, but larger wattage lights may require a thicker gauge such as 14 or 12 gauge. A good rule of thumb is to use an extension cord that can handle at least twice the wattage of the lights being used. For example, if the lights are rated at 200 watts, then a 400 watt extension cord would be appropriate.