Use Layer Styles to create neon text by selecting the layer, choosing blending options then stroke before changing the fill option within the stroke panel to gradient and shape burst.

This video shows two different ways to put a double outline around an object. The video shows the process used on text but this process can be used on any object / layer. The two methods both use layer styles, the first is using a stroke and an outer glow, the second uses a stroke and then a layer below with a larger stroke to create the double outline.

A digital time-lapsed painting of John Locke in Photoshop

By creating a cut out of an object that is to project the shadow, you can duplicate the layer and use the transform > distort effect to create the right perspective for the shadow before moving the layer behind the original object and darkening and reducing the opacity of the layer.

This video shows how to create hair in Photoshop from scratch with the paintbrush and smudge tools only. To recreate this technique, I have found it best to use brushes in various sizes with a soft edge and the opacity at 100% but with the flow taken down to about 70%. After creating the initial lines use the smudge tool, and use a dry brush with many points at around an 80% strength. This will mix the colours together in the main section of hair and create the look of seperate strands on the end of the hair. Repeat this over to build up the effect.