Well, thank you very much for all your replies. This lead some people to give comprehensive explanations about lamps other than fluorescent tubes. 1 and 2 are low density neon gas in a sealed container. As the electrons fall back, the radiate in the visible, color characteristic of the gas. The external stuff provides the voltage, and limits the current.
Some colors also result from colored glass tubing.
I'll assume you're talking about the little indicator lamps, not the fancy store signs. Once it's ionized a lower voltage will keep it ionized and keep current flowing through the lamp. The light comes from the excited neon ions. The only other component involved is a series resistor to limit the current to something like a few milliamps. If you mean the fancy store signs, the only other component involved is a high voltage transformer.