It tickles - not a kind of tickle that makes me wanna laugh, but a kind of tickle than sends chills through my body. Plus it feels like the guy is really putting effort into being close and intimate with his girl.
Personally, when being kissed on the neck, I love being kissed on the spot between my neck and shoulder, like the muscle spot of my shoulder. And then when I really get into it, my guy will start to bite that spot which makes it even better. Also, try kissing her ear. Not all girls love it, but I love it :) Bite and suck her ear lobe, kiss he ear, us a little tongue.
Just make sure that you're kissing her according to the mood. Don't jump in and bite and get all crazy when she's all calm. But if you want to get her turned on, or show her that you wanna do stuff, start by kissing her neck before even kissing her mouth. It'll get her in the right mood and show that you are too. Good luck :)