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No, you shouldn’t insert an LED light into an incandescent socket. It usually won’t fit anyway, but in the unlikely chance that it does, its electrical demands are too different for it to work properly. 

In the Christmas days of yore, people braved winter weather to staple or tack their Christmas lights onto their rooftops or nearby surfaces like the fascia boards. Problems quickly emerged with that approach. Damage to the roof, even small marks from staples, provides entryways for moisture and similar issues that can hasten roof rot, wear, and associated leaks. Plus, some homes had tough fiber cement boards or other materials where staples and screws didn’t work.

Several options for hanging Christmas lights won't damage gutters. Using shingle clips avoids any hardware contact with them, and using plastic gutter clips minimizes the likelihood of scratching gutters. Remember not to rest a ladder, especially a metal one, against the gutters, and use a ladder stand-off device or stabilizer if you need to use an extension ladder. 

No, you should not leave LED Christmas lights up all year. While the LED lights themselves are very durable, their wiring and casings can be as vulnerable as any Christmas lights. They’re subject to drying out, experiencing cold or sun damage that causes them to crack, and even damage caused by gnawing pests. (The same is true of incandescents.) If you want your lights to last the years that they’re rated for, bring them inside after Christmas is over.