Training the neck can be good, especially for sports as was mentioned.
I do a lot of kickboxing and we do a lot of neck work for obvious reasons: you need to be able to take a punch.
Here is what we do (and this is professional-grade training):
Lay on a bench or the hood of a car or the roof of a skyscraper so just your head is hanging over.
Begin laying on your back and let your head drop backwards until your neck is extended but not so far you crack your noggin' and knock yourself out and roll off the hood of your Camaro and into oncoming traffic.
THen, lift your head, touching your chin to your chest and repeat. Do a set of 15-20, building up to about 30 reps.
Then, turn on your side, do the same number reps, turn on your stomach, do another set, then on your other side, do a final set.
These four constitute one set.
Do this 3 times and your neck will definitley feel it. And if you're crazy and want to look like an ox, you can get one of those headstrap deals as was mentioned.