Do I need to install GFCI outlets at each location for switched garage lights?
Any GFCI device is capable of protecting any number of loads downline.  At extremes, Europeans use one GFCI device for their whole house but this requires compromises that make it a bad idea here.  Therefore, it is unusual to need more than one GFCI per circuit.  Most of the time, when people fit multiple GFCIs on a circuit, there's a sad knowledge gap there, which is causing them to waste money. 

GFCIs are not receptacles.  Those things are GFCI+receptacle combo devices.  They also make GFCI+circuit breaker combo devices, as well as standalone GFCI (they look like a receptacle, but with no pins, and the slang is "Deadfront").  There is no way to plug in anything to a breaker or deadfront, so their whole point is to protect downline loads.   But GFCI+receptacles can do it too. 

Regardless, as long as these receptacles are on the ceiling such that they're for obviously lights only and not readily accessible for other loads, ask your local inspector if you can exempt them from GFCI requirements.  If you can't, using GFCI receptacles on the ceiling is prohibited. You need to be able to reach them to reset them! This forces you into a downline design.   And another factor does too... 

Putting a GFCI device downstream of a switch is bad design, and will play havoc with many models.  In that case the GFCI needs to be upstream of the switch and feed both hot and neutral of the switch+light section of the circuit, so the GFCI proper is never switched. By nature it must be one GFCI.