Using a path, created in the shape of the desired neon, I extruded a disk (align Y to path, and the more sections, the smoother the tube will look -- but the longer it'll take to render).
Next, I extruded a second disk, smaller than the first, but along the same path. What You want is a tube within a tube.
Invoke attributes on this second, inner tube, and make it the desired color of your neon. Also, make it a Bright object.
Invoke attrib's on the first, outer tube, and leave it the default color, all white, and in Fog Length, type in 100. You want it a fog object. The fog tube gives the neon its 'glow.'
Delete the path, and group these objects, and You've got Your neon tube.
Here's where the fun begins, and the appearance of Your tube will depend on how You plan to use it. For that NeonCool pic, ala Aminet, I made all the inner tubes, the colored ones, lightsources. This works fine for neon floating in black space -- but if You want it to actually illuminate something, or have it sit in front of a wall, or a backdrop picture, you have to be more subtle with your lighting. Otherwise, You'll be completely washed out with colored light, and the effect of the neon tube will be lost.
I uploaded another pic to aminet; I think it's in
You've played with lightsources already, so you know it takes some tweaking to get the desired effect. You don't want the neon to wash out the entire scene, so experiment with the Lightsource options (Control Falloff, Diminish Intensity) to get the look you want.
Please note that I do NOT deserve credit for this method. My tutorial is based on a compilation of advice from several Imaginoids. I'd list their names, but that portion of my brain that retains relevant memories was accidentally drained during a routine flush operation.
Make Your Object, make it bright, put the fakely texture on it, adjust the colors to Your liking. Bright color in the center and a darker one at the edges.
If You use tubes (disk) object as Your base for extrude's, it will not make any difference to where your camera is placed, due to the fakely texture it will make the vectors facing the camera brighter than the others (vector normals). Now go to the Action editor and add the haze global effect, type in the same values You've put in for the side color in the fakely texture. This way You get a good neon effect even in scanline.