Make a wide power connector fit in a narrow slot
I might get some flack for this answer, but if you are only connecting a set of mini Christmas lights to another set, this should be fine.  I had to do it as well...

For those that don't know, mini light sets have a male plug on one end and a female plug on the other so you can string several strands of lights together.  Unlike every other extension cord sold, a light set has two narrow blades on the male end and two narrow slots on the female end.  This means that polarity doesn't matter at all, and has the bonus effect of making sure you only plug another polarity-doesn't-matter strand into the end.

All cheap extension cords that I could find have one wide blade and one narrow, so if you need a "gap" between strands of lights, you're out of luck.  Unless you have a Dremel or wire cutters or even a decent file to make one of the blades narrow.

That said, I only use my modified cord with mini light sets, and I labeled it as "Christmas lights" so I don't use it for anything else.

Disclaimer: Modifying electrical components such as extension cords is in general, a bad idea.  They are made a certain way for a reason, and if you think you need to modify it, you're probably trying to do something dangerous, and there's a detail or a special part that you don't know about. In this case, the modified cord could allow a device requiring a polarized connection to be plugged in the wrong way, which is dangerous (the mini lights, as discussed, are not polarized).

Update:  I did find this one company that sells (not sold in stores!) a non-polarized plug for around $12 each.  They only sell this one product...