I put lights on my ROPS. Mine are hung under and behind the leading edge because I have a lot of trees and wanted the ROPS to take the branch hits instead of the lights. They've been up for over a year and have not been torn off by a branch yet.
Some folks mount them on top of the ROPS, which gives a slightly better angle on the bucket work, but clearance can be an issue for some users. I've also seen then on the side of the ROPS with guards around them.
Mounting is a typically accomplished by clamping, magnets or sometimes by using existing holes. Very rarely someone will drill their ROPS. I used marine epoxy and a piece of angle iron. I epoxied the angle iron to the back of the ROPS and then drilled into the angle iron to mount the lights. It works for me and gives me a place to hide the wires from the tree limbs.
Give some consideration to your switches. You might want to spend the extra few $ and get water proof marine switches. I think I paid about $8 a switch for mine a little over a year ago.
Mine are inside the loader arms to keep them out of harm's way. I also wanted them as far from my head as possible, so the bugs they attract in Summer wouldn't agitate me as much.............chim