The fan is no problem at all...just remove/replace.
The LED's may be glued into place and that could cause an issue but with a little patence they can still be removed. As to switching them for neon...well neons usually come with self adheasive pads to be applied just about anywhere there is a clean, dry surface. Some neon lights come with off/on switches that can either be left alone inside the case or drilled and installed so as to be controlled from outside.All of them come with a converter that must be secured out of view. My suggestion here is to just disconnect the LEDs by the window and then locate the neon tubes in an inconspicous place so the light shines through the computer and not out through the window...ie. in the corners at top and bottom of case. This gives the light a direct glow throughout the pc without blinding you looking in the window. I will also suggest that you find the round IDE/FDD cables to hook up with as they allow better air flow and can be purchased in a multitude of colors and lengths.
Good luck with it and just remember to enjoy the build and not let it get up on you.
I know that you are not in the US but take a look here:
and see the possibilities that are open for lighting the case.