A customer of ours was in need of something that we at All American Christmas Company consider an oddity, a 20 count light string with colored lights. Not Multi colored mind you, just a string of one consistent color. Now one might think, "Hey, I can just take this old 100 count set, jerk the bulbs out, and put in this 20 set!" and you would assume that it would work...well, it will not work. We hate to be the bearer of bad news but there is a very simple explanation for this, bulb voltages. Most all 50 count and 100 lights strings use a very standard 2.5 volt mini lights bulb, however mini light strings with smaller bulb counts use bulbs with higher voltage. 35 count sets use 3.5 volts and 20 lights use 6 volt.This is why one just can swap bulbs for sets, you can't go mixing or changing the bulb voltages. If you are curious as to what your light sets have check any documentation or labels that come with the sets. If you have any sort of paper work in the box or poly bag then it should have some indication of bulb voltages.
Back to colored sets, none of our distributors have 20 count minis that come in anything beside clear and multi. Sure there may be someone out there that has them, but the big names in the game that we go through sadly do not. There is one "work around" but it takes extra sets and some patience, our multi colored have Red, Green, Blue, Yellow, and Pink. Normally our 20 count multi sets have 4 bulbs of the 5 colors on one string, so you can take 5 sets you can mix and match the bulbs to make 5 sets of complete colored sets. And before the wheels start turning, no we don't do this. It's about as simple as stacking Lego bricks, so you shouldn't worry.
Another question that we get asked is if you can clip the wires on a set to shorten it. No, it'll screw with the voltage of the set itself, and it's better to work around it than kill the string and have to buy another!
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Zach