A neon sign is basically a glass tube with the air taken out of it and a small amount of neon put in. One puts wires at both ends and connects it to some high voltage to make a big spark, and that's about it. The color of the spark depends on the gas that it's in, and while a spark in air is sort of bluish purple, a spark in neon is a beautiful red.
There are very few other gases that make nice colors. Sodium vapor gives the yellow that you'll be familiar with from street lights (and which you can see by putting salt -- sodium chloride -- into a flame). Every other colored "neon" sign is a bit misnamed.
For most of the colors that you see in "neon" signs (the ones that are bent to spell out letters), almost all colors, including yellow, are produced indirectly. These "neon" signs are actually long fluorescent lamps. These work similarly, but instead of neon they have mercury vapor inside , which produces some visible light, but mostly a lot of invisible ultraviolet light. This light then strikes a fluorescent coating inside the tube that is chosen to produce the desired color.
It's quite easy to see the difference between a genuine neon sign and one of the fluorescent ones. The real neon sign tubes are just glass tubes with no coating inside. When they're lit you can see a long red glowing tube of gas inside through the clear glass walls of the tube. The fluorescent signs have coatings which stop you from seeing the inside glowing gas.
Check it out when you get a chance, but remember to keep fingers away, as there is often heat and dangerous high voltage involved!
Dr. Knowledge is written by physicists Stephen Reucroft and John Swain, both of Northeastern University. E-mail questions to email@example.com or write Dr. Knowledge, c/o The Boston Globe, PO Box 55819, Boston, MA 02205-5819.