A few notes on painting neon! I talked about lighting in this post back in May, and touched on nocturnes in general, but neon has some of its own rules! First step? Consider your palette. Do you have bright, high chroma colors that can help you replicate the glow of neon? Here are my favorites. There are thirteen colors here. If I had to go down to twelve, I would take out the New Gamboge. Controversial choice, perhaps, but I very rarely need it for something I can't do with the Quinacridone Deep Gold or Rich Green Gold (and with those, there is often less mixing involved!). Neon isn't usually yellow, your standard colors are various reds, deep oranges, pinks, and sometimes blue or green. Nice to have for the rare occasion it's exactly what you need, but ultimately it isn't super important. The four on the right are some of my favorites, and are present in all my work. They are very helpful for nocturnes by creating a wide variety of grays and browns, and come in handy so you aren't having to mix as much as you would without them! (You can see the rest of the colors I keep in my usual palettes here)
Once you have your palette set, it's time to get painting! If you are painting a full scene, observe how the light is hitting surfaces surrounding the neon. It's usually best if you keep the letters white (or, add the white back in with a Signo White Gel Pen closer to the end!) since they want to be one of the brightest things on the page. Then you can use the surrounding area to create the look of colored light by painting the area around your letters, and anything else that might be catching light, with the color of your neon. Because neon is so bright and the color such a high chroma, it can be challenging to paint. When replicating neon if you were to make the letters themselves the color they appear in life, they wouldn't stand out on the page and everything else would need to get much darker to compensate. You likely would never get the contrast quite right (for example, high chroma red starts out very dark in value, so if the neon wants to be one of the brightest things on the page, you're starting out at a disadvantage by making your letters a very bright red). By keeping the letters white and painting the area around them, you create a nicer and more realistic glow. In the following Liquor Store sketch, see how the light hitting the fire escape helps enhance the idea of the glowing neon below.
Notice in this next NYHC Tattoos sketch the neon is white, but you can tell the color of the neon from both the colors around the letters and the overall glow is enhanced by the pink light hitting the ground, bench, and on the inside of the awning. It is much more subtle than the previous sketch as there is more ambient light, but it still drives home the idea of neon lights.
The next thing you want to consider is pushing the color saturation of the neon. You can start to mix complements and make the areas further from the neon a little grayer or browner as they get darker. This helps pull the focus to the neon, by having the light closest to the light source have the highest chroma. This idea is easy to see in the below Nathan's sketch, but if you look closely you can also see I did that in the following Coffee Shop sketch. This is part of why having some less vibrant colors in your palette can be really helpful (I'm looking at you, Moonglow!).
For me, my watercolor process is very dependent on layering. Everyone's process is different, so this isn't the "right" way, just my way. My penchant for layering color is especially helpful with neon, because it lets me really work the gradient that give the viewer the impression of a glow. There are maybe ten layers on the outskirts of this next Coffee Shop sketch, to darken and gray the parts of the sketch furthest from the neon. Good to keep in mind when layering the properties of the specific paints you are using; my base was made of Pyrrol Orange and Quinacridone Coral, both of which don't move very easily when dry, which makes it easier to layer on top! Some colors will immediately reactivate and move around the page when you try to paint on top of them, which can be frustrating. It's always a good idea no matter what your first layer is to wait for each layer to dry completely before adding another, and to try and add each new layer in as few strokes as possible. When you start to fuss with it and scrub the paint around, you may disturb earlier layers.
Hope these tips were helpful! Happy sketching!