Our MEL has the following penalties for operating the B737-800 with the retractable landing lights extended -
1. Reduce the enroute climb limited weight by 681kg per light
2. Increase the fuel burn by 1% for each light.
There is further information in the introduction section of the CDL, discussing the enroute climb weight penalties & providing factoring figures for various speeds. These factoring figures range from 1.5 to 6.4.
The interesting thing is that the CDL for operating with retractable landing lights in the extended position states that the enroute climb penalty is negligible, along with the takeoff & landing weight penalty.