You'd need to use an adhesive, and that would be just as problematic, or possibly find some way to tie a loop around a post or something.

Nothing I know of that will stay up without putting a hole in the stucco.

Hello, I've been wanting to hang some lights out on my porch. The only thing is how do you hang lights on stucco without using nails? I'm renting an apartment so I cannot puncture holes in the wall. Also, these are not just like christmas lights, there're like little lanterns but there not really heavy. Any ideas for stucco? Thank you!