Here's a rather complicated mod that this Neon owner says gets him 50+ mpg city & hwy. He apparently made a home-brew hybrid.
http://www.21ponies.com/
There's a preview video that gives you some hints of what he did.
EDIT: hrmmm... about 40 seconds into the preview you get a look under the hood, and it sure doesn't look like a Neon motor. Looks more like a 3-cyl turbo. Probably it's a diesel, since he mentions you'll like the project if you're interested in diesel technology.