An advantage of alternatives to rockets would be that they do not contribute to destroying the ozone layer.
Restoring the ozone layer by dispersing ozone could be a useful idea, but all it requires of material is oxygen, which we have plenty of right here. Neptune has nothing extra we need. The sun turns oxygen into ozone by the gigaton, today. To really address the problem, you would need to remove the fluorine compounds that consume the ozone. Nobody seems to have a better idea than not to vent more.
The space elevator notion relies on discovering a material strong enough to build it of. Other schemes seem possible with existing materials.
Neptune has helium-3 that might someday be useful as fuel for aneutronic fusion, if we can get that to work. Hardly anybody is trying. Getting to Neptune and collecting it seems even harder than getting aneutronic fusion working.