might not be a good idea. you'll want to turn those off when you drive at night because no doubt ... it'll get annoying.

with that being said.
cut the cigarette adapeter off of the neon light
strip some of the plastic casing off of the wire
ground the solid colored wire to the body of the car
run the other wire to an inline fuse (something you can buy @ radioshack)
from the fuse, run the wire to an inline switch (something you can buy @ radioshack)
mount the switch
finally, run the wire from the switch to a constant power source in your fusebox