First, you'll need to obtain some coat hangers and electrical tape and some dreidel symbols. You'll also need a way to size/image the symbols.
Obtain some extra coat hangers. If you have your clothes dry cleaned with any regular frequency, you probably have about 7 million of them hanging around. You'll need about 4-5 per symbol. Cut the hook off the top so that you have a majority of the hanger below.
While you can use wire cutters, I find that tin snips or other heavy duty cutters work best. Hold the wire because it will fly away when you cut it. Wear safety glasses and use gloves to protect yourself.
Note: Use the "full" coat hangers that typically hold shirts. The ones for pants with the cardboard roll to avoid lines in your pants do not have a wire that runs through the cardboard. This will work, but you'll be piecing together lots of little wires.
Next, straighten out the hangers. I use a vice which works great for both straightening and putting bends in the wire. You don't need to be super straight. You just want a somewhat straight piece to start from.
Make the Symbols
To make the symbols, I used some graph paper to layout things. Design the outer symbol first, since it involves mostly straight lines. You can adjust the inner symbols (nun, gimmel, etc.) to fit.
Take some straight wire and start bending it at the proper angles and lengths to make the shape. When you run out of wire, tape another to it using electrical tape. Overlap about 4-5 inches. Start at one end, wrap to the other, and then wrap back. It'll make a strong joint.
Obtain Rope Wire and Attach
You'll need to buy 120V rope light. There are many vendors. I got mine from http://www.noveltylights.com
because they will sell 120V rope light by the foot with a plug at a decent price. To determine your required length, use a string to trace out the symbol. Add 5-10% to be safe. (Though this was more than enough for me.) Keep in mind that rope light can only be cut in 1 - 2' sections, so you can't plan on something like 10.5'.
If you can, get 3/8" 2 wire rope light. It's easier to bend and shape. If you can't, 1/2" 2 wire will do but you'll have to use more zip ties. My symbols are 1/2" and the green dreidel shapes are 3/8". (I had a good portion of a spool left over from another project.)
Attach your rope light to your symbols with zip ties. Put a zip tie immediately before and after each turn to closely follow the wire. Use electrical tape to cover up any transitions, as with "hay".
Congratulations! You've made dreidel symbols. If you just want to put them on your roof, you can stop here. But why stop here when we can make this thing interactive and all flashy-fady-neato to make people ooh and aah?