I never had a shock through a neon either (unless the toerags I worked with swapped the resistor for a lower rated one!), and still use one. the H/S concerns are utter rubbish. went to a job once where a light would not turn off, soon diagnosed a nailed switch wire (rentokil had been doing woodworm treatment upstairs) .Took the bulb out and went over the nailheads with a neon, took about 5 mins to find it! (TRS- no earth wire) pulled the nail, repaired the cable and out the door.
Phil