Being in the military and moving all over the place, I have seen that no matter what the DOT says, it really boils down to what local law enforcement does. Basically states have to enfore all Federal laws, but can add to it local regs (ie CARB) but they can not decide not to enforce Federal law. I think it was Sport Compact that had a really great article in either the Sept. or Oct. 03 issue. It basically broke down all the local laws that affect Sport Compacts on a state by state basis. They also interviewed a cop about what he is willing to enforce.
As I remember the side marker deal is this. Must have EITHER a amber light or reflector in front and red reflector or bulb in back. Thus the reason APC got its ass sued over selling Euros with no side reflector and calling them DOT approved. So, if you have an amber bulb in your clear lens, you are legal unless your locality has put a law on the books that says it isn't. Rule of thumb is check with the locals or run the risk.
As for neon, that is still strictly local enforcement if I am not mistaken. I am pretty sure every state requires the bulbs not be visible, but some states say they are illegal to have on while in motion.
Hope that helps.