All of our Classic Light Strings (vinyl only) have integrated clips on each socket.
Our Deluxe Light Strings (fabric wrapped vinyl) are made with the only available modern sockets for this type of light string, and they do not offer clips.
In our own experience with them, we rarely find the need for a socket clip as the light strings are very flexible and both drape and lay on greenery very well.
If a socket needs more precise placement, you can easily twist the two wires apart near the socket and place it over a branch tip to secure, or use a simple non-metallic twist-tie or zip tie.
While the integrated clips of our Classic Light Strings are great for precise placement on Christmas trees, we've found that they don't work well on roofs and gutters, and more purpose-built clips will provide a better experience. Any roofing clips will do, as long as they are capable of holding standard C7 or C9 sockets. There are various options at the big box stores and places like Amazon, as well as online retailers that carry specialty clips such as metal clips, magnetic clips, or higher quality plastic clips.