I used to do a lotta neon stuff, I'll look around for some examples to post. 'Course, that was airbrush, which is ideally suited for rendering it. Computer will do it better, probably.
One thing I did was to go and look at some neon, to figure out how to render it...for example, with RED neon, you start with a yellow letter, and 'fan out' the edges with red...leaving a yellow core in the shape, then radiating red. Try it, you'll dig it!