I'm guessing a cheap fluorescent could do that lighting.  But since you called it neon mame, the under car neon was my guess too.  A red neon with the blue translucent might produce a nice purple.  Then again, you could have different colored neons light up with the turn of a switch.
For player start buttons, why don't you put black on clear button stickers over translucent buttons?  I think the black silouette on the blue would look cool.
Steve