Neon signs are made using neon tubes without any cover over it. Typical sign is a set of tubes in the shape of letters that are fixed to a black aluminium frame or transparent Perspex.
Surely, neon can be used for illumination of channel letters or to outline the letter, yet such product will be referred to as channel or illuminated letters.
As it can be seen from the pictures, neon tube can be any colour you need. It is worth taking a note that there are white and even transparent tubes (the glass itself, physically) that have different colours when lit. This is achieved by combining different gases that fill the tube and fluorescent paint that it is covered with. It is possible to use the tubes made of coloured glass. Usually these tubes have deeper and richer color, but the sign made of coloured tubes would cost several times more.
(the signs on all the pictures are made of a standard (non-coloured) glass)