Not actually neon, but LED. I found the letter at a garage sale for a buck. I'm pretty sure it's from an Office Depot. The LED rope i picked up for a few bucks off of Amazon. All in I've got less than 10 bucks invested.
This one was given to my son from his son for Christmas last year. They run a 1/2 mile dirt super stock at Perris Auto Speedway in So Cal.