wiring neon lights to a switch

Simply run the power wire to the transformer through the switch.  Depending on the type of switch you have there could be multiple configurations.  What type of switch are you using?  Most likely you'll cut the power wire to the transformer and run one side through the C terminal and the other through the NO terminal.  If there are only two terminals on the switch it won't matter how you hook it up.  If there is a light in the swtich then things get a bit more complicated as you need to make sure your 12v feed is on the 'in' side and that the switch is grounded for the light to work.

Most importantly, make sure the transformer is fused at the power end of the wire.  I almost caught a customers car on fire one day because he 'installed' a switch for his neon lights in between his lower dash and steering column.  When I lowered his under dash the switch fell (I didn't even know it was there) and hit the metal brace under the dash.  There was no fuse so when it shorted out the wire heated up and almost caught on fire.