There is a road leading up to Neuschwanstien, winding it's way up the side of the hill from the village. Some people walk, some people carry their kids on sleds (for a quick trip back down), and others take horse drawn sleighs to the top. No matter what you decide, be prepared for a stroll through a Currier and Ives painting.
Ludwig, also know as the Fairy Tale king, built this castle from his own fortune, just because he wanted to. Instead of starting with an architect and drawing up blue prints, he had an artist paint a picture of the castle he desired and then said- build it. (As only kings can.) There were a lot of problems that arose because of this methodology and the castle has actually never been completed. The family, after his mysterious death, ended construction and opened it to tours.
We weren't allowed to take pictures of the interior but if you would like to see some, here is a link to their website. It's really a great site that tells much of the history, the problems with the way it was built, and shows the jaw-dropping interior. For example, his master suit had four carpenters working for 8 years, full time, just to complete the Tristan and Isolde woodworking on the walls and bed.