I had an hour to kill in Rutland today, and I walked a mile along the strip before I found this most awesome sign in the window of the most awesome Emporium Smoke Shop. They had more cigars than hookahs in there, but it was close. I just happened to have Ebert with me, and was graciously granted permission to capture spectra of the five different colors of discharge tubes.
I am still puzzling out how the colors are produced, but I would say that mercury and europium are key, neon is not present, and colored glass tubes play a role. There may be some other tricks employed that I would love to know about. If Jim Stone (the owner of the shop) reads this, maybe he can comment below about the color of the tubes when the sign is turned off. Is the glass colored?