1.      First create a yellow teapot. To do that  use max teapot to help you.

2.      Draw basic lines like this:

3.      Attach white and red line and delete this segment and weld  4 vertex. You should get something like this.

4.For all this shapes check Enable in Render, and Enable I Viewport in rendering parameters.

5.Using shape create this little hook that will hold all these lights.

6. Copy it many times and place them as you wish. This is my example.

7.Now create text shape something like this, and of course you can use any font you like.

8.Again check Enable in Render and Enable in Viewport and place hooks, and rotate the teapot as you wish.

9.If you are going to render close ups, apply shell modifier to all neon lights, because when it is off state final renders will be nicer.

10. Now create shape like this, it will present prevent cage for neon lights.

11.Apply shell modifier.

12.Convert this object to an editable mesh and delete front polygon and again apply shell modifier. You should get something like this below.

13.Using same modeling methods from past steps  create the rest of the scene.

14.This is the material for teapot white neon off state .For yellow neon just change white diffuse color to yellow.

15.These are settings for neon lights on state.

16.Go to render, in Global switches uncheck default lights, turn on indirect illumination and set up light cache for secondary  bounces.

17. I use Mitchell Netravali antialiasing filter, set up Adaptive subdivision min. rate to -1, and max. to 2.

18. In Irradiance map set current state to low to reduce render time, HSph. Subdivisions to 30, and Sample lookup to very good/fast.

19.In VRay Environment set skylight to white color and 0.4 multiplier. In reflection  section set multiplier to 1.0 and place some night HDR map that you have.

Click render and enjoy.