OK, I'll ignore composition as it appears you did the same. I'll concentrate on exposure and DOF as that was what your original post was about.
The first two are underexposed due to the bright white bulbs. Also, when you underexpose this much it kills any DOF so the photo looks very flat. If you go for a longer exposure time the lights will be blown out. So, you really only have three options. Either find an acceptable exposure balancing between the lights and the ornaments. Keep in mind that when you use Av or Tv mode the camera will average the exposure for you which in these photos will be bad. You will have to go in manual mode to find something usable. Or, using a tripod shoot two exposures, one for the lights and one for the ornaments. Then in Photoshop layer the two together so you would have a photo with proper exposure for both. And last, you can use your own lighting to balance everything out.
The second two are exposed properly. The top photo turned out very well considering how much of the white shelf was in the photo. Good DOF too. The bottom photo has a stronger DOF so it stands out a little more. I like both of these photos.
In short, in the top two photos you are working with a lot of light variation with the shadows and the lights. That is some tough conditions to shoot under. In the bottom two you have a much smaller variation in lighting so it's much easier to shoot.
Here's my tip of the day: Understand lighting and you're on your way to getting good quality photos.