Neon lights are very common on signs for business that stay open late, and everyone has seen the recognizable "open" or "closed" sign during their late night runs to Taco Bell. These lights are very simple in how they work, and use less energy than traditional light bulbs.
Most neon light tubes are filled with gases such as argon and neon, which are lighted when the atoms of the gas emit photons. This happens when electricity is sent through the tube, exciting the electrons in the gas, making them jump up to a higher energy level, and when they drop back down they release photons in the form of light that we can see.
Neon lamps and lights are very simple, and if you would like to know more about them and in greater detail, view the video posted in the link below.