First off is Neopia Central. This is your starting point. Make sure you obtain a pet, because you really cannot go much of anywhere without one. Neopia Central has your inventory, your safety deposit box, the bank, and some stores. It contains the hospital should your pet get sick and the auction house.
There are some shops/stores/huts for sponsors as well. Currently there is Thinkway Toys™ who produces the Neopets talking toys, Wizards of the Coast