If you found some lanterns with some weight to them, they would probably withstand the elements. I would place candles in them only when you wanted to use them, so the sun would not melt them into a mess. Make sure you are present should you ever light them, just in case.
Windsocks are made in lots of shapes and sizes, and could be a fun, breezy alternative.
Also, you might hang something like a metal version of the popular star lights. I've seen those from time to time. A birdhouse collection could be displayed too.