Well there are many ways you can pimp out a car...ranging from clean and simple to full race to full show custom. Which are are you shooting for?
www.modernperformance.com has the most stuff for Neons that I have come across...mostly performance, but they do have appearance stuff too.
wheels/tires -
www.tirerack.com ;
www.discounttire.com ;
stereo stuff - what kind of budget are you looking at and are you going for lots o boom or just something a little better than stock?