I used to do this, but I stopped a few years ago. I agree, though, that it is a welcoming sight...much like a lighthouse, eh?
I have a friend who leaves them in her window all year round. It's a little different but nice.
Oh, and when I was younger, I lived in a house that looked like what you would see in the movie, Gone With the Wind. It was huge with the white columns and porches on either side. Anyhow, my mom loved decorating for Christmas, but I never figured out why she put orange bulbs in her candles in the windows. And we're talking about a LOT of windows. Once, we took a picture at night, and it looked like the house was on fire!
I think she switched the bulbs for clear ones after that.