I had neons in my install in my Jeep. I had a 10-amp fuse wired for my power transformer for my neon. I could easily leave my neons on. I used custom cut and bend neon, but obviously we all know that there is automotive neon you can buy.
Wiring it your alarm, make sure you have an auxilliary output. Wire that output into a relay so that the power is drawn from the car battery, not the alarm itself.
TroyC, explain to me how you could tell this guy that his battery won't be able to handle 4-tubes of neon when you yourself have neon on your car. Again, people shooting out bad advise.