Ian Hubert, a VFX artist, shared a tutorial, where he shows his easy approach to creating neon signs in Blender. In the tutorial, aside from showing the workflow, he also gave some tips and tricks on how to achieve certain neon effects. There are two versions of the tutorial. The video above is the extended one.
Ian also gave an awesome talk on the world-building in Blender, you can watch it here.
Check out his YouTube channel for more Blender tutorials.