Under ordinary conditions, neon gas is colorless, but when an electrical discharge is run through it, it glows a bright orange-red. This happens because the electrical discharge temporarily brings neon's electrons up to a higher energy orbital, and when those electrons drop back down to their normal state, the energy that leaves is carried away as light. Glass tube lights that make use of this property are called gas-discharge lamps.
Although gas-discharge lamps of many different colors are colloquially called "neon lights," only lights that emit an orange-red glow actually contain neon. Blue gas-discharge lamps use mercury, white ones use carbon dioxide and gold ones use helium. Over 150 other colors are now possible in gas-discharge lamps by using mercury vapor in conjunction with special phosphor coatings.