2 or 3 is better than one. Mine live in a trio of two males and one female. The humming calls from that tank all night have been driving me a little crazy lately, but I'm getting used to it. I'm just glad it's them and not the malfunctioning electronic I had thought it was.
Mine live on a diet of Hikari frozen bloodworms and live blackworms. They're quite healthy, and are in fact trying to breed. The only thing I put in their water is dechlor.
If there is ANY hole in the lid of the tank even remotely close to their size, they will eventually find some way to get out of it. Once out, they will dry up and die if you don't catch them in time, or if they don't find water in time.
They are completely aquatic, but they MUST be able to reach the surface for air. Fortunately, they're talented jumpers and swimmers, so that usually isn't a problem.
They are primarily nocturnal, and the males do call. The females are silent. You can tell the difference by a white or light pink pimple appearing on the body just behind the forearm of the male. Something similar may be present on the females, but on males, it is more obvious. Also, females have a small stub of a tail that males don't.
I haven't kept mine ever with Neons, but they have been kept with Cory Cats, Bettas, Croaking Gouramis, and Mollies. They currently live alone, though. It's easier to feed them this way, and I wouldn't be adverse to keeping some of the potential eggs the males are trying to give me (if they can ever stop trying to mate with each other and figure out which one among them is a girl).