The Cincinnati Zoo's PNC Festival of Lights typically runs from Thanksgiving to New Year's (closed Christmas Eve and Day) and is open until 9:00 p.m. I recommend avoiding it the first and last weeks. Other than that, I would avoid the weekends, as those will be more crowded (just like with regular zoo visits.) I recommend going early to see the zoo exhibits and then stay for the lights once it gets dark. Go during the middle of the week and you are less likely to be crowded. The Cincinnati Zoo is open daily (except Christmas) until 5:00, which is when the Festival of Lights starts. So, getting there before Festival opening time will help you get ahead of the nighttime crowd.