I was fortunate enough to be in a position to learn how to bend neon tubing. My uncle owned a sign shop that employed an old boy that was ready to retire from bending. He came back from WWII and went to a glass/tube bending class in Chicago & made beautiful signs for many years. The way he would process the tubing was an art form & has slowly been turned back into a science, exact measures to ensure quality tubing. He even had a setup for coating his own tubes. He showed me the basics and I'd buy 50 pound boxes of clear glass, 12mm & 15mm, welding and bending, double backs, 90 degree bends, drops. Then came the day he showed me how to use the ribbon burner, for the long rounded bends. Lot's and lot's of practice. Hours a day. Not something that you're going to pick up 1st couple tries unfortunately. If you can pick up the equipment for a fair enough price & can find someone to show you the basics then that's the way to go. It's a slow process but very rewarding. To spend hours on a piece and the make 1 bad weld or bend can be rather frustrating. I have little or no patients but was able to work with the glass, almost a form of meditation. A lot like playing chess, thinking several moves in advanced, how you're going to connect 1 letter to the next, how it's all going to be wired up in the end.
I just sold my equipment a couple years ago. The old boy that taught me the trade had old antiquated equipment, back in '93-'94. I bought brand new, top of the line everything in 2002, final tab for the equipment was roughly $11k, had an pay for electrical & gas hookups, another $350-$400. Made it all back quick. Raw materials are very inexpensive, you pay for the labor definitely. Best of luck!!