The Neon Museum is located a little north of downtown Vegas in a sort of rundown neighborhood that doesn't give one much hope on first glance, but the Museum itself is a wonderful treat, filled with old signs from the Vegas Strip that have been rescued and posed outside in their "boneyard." What makes the tour is the tour guide, and every tour has one, you have to follow the group. But the guide is well worth it. They tell you all about the history of the signs, where they came from, who made them, how they were constructed, etc. For anyone interested in learning about the history of Las Vegas, it's a fascinating place to go.
I'd also suggest taking the tour that sets out right around dusk, as you get the best of both the night and day tours.