Hey there. :)
Yeah, definitely best to stay away from the male/female combo. Thats a HUGE disaster waiting to happen.
Do you know which gender you're going to try and go for? Or are you just going to bring home the one that catches your eye? ;)
With any betta, as they are considered an aggressive species, tank mates in general can be kind of a hit-or-miss. It all depends on the temperament of your betta. However, with lots of hiding spots/plants(I specifically recommend some floating plants. In a larger tank your betta will stay much closer towards the top area most of the time, floating plants will give him/her something to hide in and swim though up there)and so long as you are prepared with a separate tank just in case things don't work out, hopefully you shouldn't have too many issues!
As aokashi stated, neons can get a little nippy, it really depends. Some have troubles with the neons, others have great success. If you would still like to try them, you'll definitely want more then just a couple however. They're schooling fish, so a school of about 6-8 is what you'll want to get. Kept in a proper school, they'll(hopefully)nip more at each other then your betta.
You can also look into other peaceful, schooling tetra species and see if any of those strike your fancy instead. My personal favorite are Harlequin Rasboras. Stay away from more zippy/active/nippy species like Barbs and Danios though.
Another option, since you're doing sand, is a nice little shoal(6-8ish)of little Cory Catfish(several species to choose from, but make sure you get all of the same kind). They're great little bottom-dwellers and tend to do well with bettas since they stay, well, on the bottom and bettas rule the top. xD
Thats just what comes to mind off the top of my head, some others might have more suggestions....
Anywho, again as aokashi suggested, if you haven't already you'll want to look into the Nitrogen Cycle for fish tanks and start a fishless cycle before you get any fish. There is tons of fantastic info here on the forum about it, and I'd be more then happy to go collect a few links if you would like.
Best of luck! :)