Yeah, that's on my bucket list too. I love the looks of Nixie clocks, but I think I've read that they generate a lot of heat. Is that accurate?
I've got some IN-14's, they can't handle more than 2.5mA. Operating voltage is ~150V, so that's at most 0.38W per tube.
So no, they won't get hot.
This is unlike vacuum tubes, used for amplifiers and similar, which are hot-cathode and needs a heating filament. They can get quite hot indeed.