Neon lights... please help

I want to install a few neon lights in my 1991 Nissan pickup... I don't know much about cars so I have about a million questions. I already have a novelty horn installed with a switch on the dash with pos and neg wires going directly to the battery, no fuse. What kind of fuse do I need and how do I hook it up? I have just used 14 guage home speaker wire... is this enough?
For Neons, instead of having them plugged in and sticking out of my cig lighter or a 4 in 1 adapter sticking out can I just solder them to the back of my cig lighter so you can't tell? I'm not sure if cig lighter socket power is splittable... unless you use the adapter? I would like to hook it up to when I turn on the headlights, then the neon's won't be on all day. I'm so confused... if you can help me private message me as well if you need to... thanks.