Use a CdS photocell. You can stick one onto the neon lamp with some clear hot-melt, or other adhesive. You may also have to blank out ambient light- try some black nail-polish. Then, see the lessons in this tutorial:http://www.ladyada.net/learn/sensors/cds.html
That isn't the most elegant solution, but it certainly is the fastest and easiest...
I do get the sense, however, that you are wanting to tap into the AC circuit. Please be careful doing that. If you choose to, you will need some kind of isolating element, either a transfomer or an optoisolator. Again, a quick-and-dirty, albeit ugly, approach would be to get your hands on a small wall-wart with a 220VAC input, and 5V output. Connect the output to an arduino pin through a 1K resistor. Done.
If you want to go more sophisticated, you can use a clamp-on current transformer like this one: http://www.seeedstudio.com/depot/noninv ... th=144_154
But you will need a little extra circuitry. I would get the voltage output model.
There are also ways to do this with optoisolators, but you have to be very careful keeping safe conductor spacings. Don't go there unless you know what you're doing.
Please tell us if any of these suggestions look attractive, and if you would like more info.