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Form the glass in the shape of your sign. Install electrodes at each end of the sign. Vacuum out the air. Fill with argon, zenon etc. to get the color you want. Seal the vented end. connect the electrodes to 10,000 volt transformer. Plug transformer in and enjoy sign. Of course I make no mention of the MANY specialized tools and supplies you need or the MANY different skills you need to work the glass. It's not really a home project. The theory behind it is easy, but an internship at a sign shop lasts 2-5 years. Google it for more info.
...and add mercury droplet.
So that's why mine didn't work!
Yes, its the magic bit. You are making almost exactly a fluorescent tube, but with other gases, the mercury helps things along.