Vertically: Start with the plug-less end of your lights at the top or bottom of the tree and let the lights lay vertically like a seam.
Each time you reach the top or bottom, turn the lights back the other way until you have a sideways "S" pattern around the whole tree.
This method makes the lights appear brighter, as they are less likely to be covered up by other branches.
It also makes it easier to spread the lights around the tree, and to take them down again after Christmas!