The exhibit at the Musee Cantonale d'Archelogie is situated (of course) around
the find at La Tene. If I remember correctly the human remains found at
La Tene are in the museum. There is also (among many other things) a long boat
that was discovered in Lake Neuchatel. The staff at the museum are very
friendly. I was not able to visit the La Tene site, but I'm sure they will be
able to tell you how to get there. It's north of town I think.
If you have the time take a little excursion to Geneva. They have a good
Celtic exhibit at their Museum of Natural History. When I lived there the
city was doing work on the main thoroughfare in town and construction was
halted for months because of the artifacts they found under the street! The
University of Geneva conducts digs in a few places around Lake Geneva. I lived
in Geneva for two years, but was never able to find where these digs were
located (I read about them in the paper). The people at Neuchatel might be
able to help you. There are also digs around Lake Neuchatel as well, I believe.
Somehow I got on the Neuchatel Archeological Society's mailing list and they
send me all kinds of interesting things during the year.
I hope this info is helpful and that your visit is fruitful.