Wrong forum, but you should be able to add a lot more than 5 neons to a 30, and yes you need a filter. A light is not really necessary unless you are doing live plants, though it does make it easier to see them
30g would be plenty for 5 neons, you could put many more than that in there (20-30). If your doing 5 technically you don't need a filter as long as you have something to move the water around (power head or airstone). That being said its a better Idea to have a filter as they aren't much more than a powerhead or airpump, plus it will keep the tank cleaner.
Neons are tough starter fish, you may want to get something a little more hearty to start the tank off, if you plop 5 neons in an uncycled tank you are going to have issues.
I'd have to disagree, Neons are quite hardy fish in my experiences. As long as your not over stocked (which you wont be) and you don't over feed you should be fine.