I've started using this product:
http://www.rstcenterprises.com/pdf/soladeck_brochure.pdf for the on-roof electrical junction box. In fact, in the last install we did (2 strings so no fuse breakers necessary), we hid the box under the panels. Used a short piece of threaded metal pipe through the roof, switched over to flexible metal conduit to come down from the roof into the attic space and then over to emt to run to the inverter or DC disconnect. I personally don't like the look of conduit running outside on the roof.
Scott.
Edit: I've attached a picture of the Soladeck in use. Sealcon threaded connectors for the USE-2 and ground wire to enter the box, ILSCO wiring lugs to not only combine the 2 strings but also transition to THHN-2 wire.