Probably the best all around exercise for the neck is the wrestler's bridge, which N-al suggested. You can do this movement 360 degrees if you like. And you don't have to buy any equipment. Once advanced, try holding a BB/DB overhead as you bridge from the lying on the back position. Very heavy weights can be worked up to. DL's, pulls, shrugs, etc can affect the neck but is limited to full development. The neck is usually easy to develop in most men.
Can also use a towel around the head (again 360 degree angles if you wish) and have a training Bud apply resistence as the neck goes through it's rom(s). Very affective this way. Some guy's will do this as a strength building exercise before they attempt any kind of bridges. Can also hold the towel yourself if that's your only option but it can be a little limiting for max development.
Those headstraps all work very well for deveoplnent and a few gym's may have they laying around. Can use BB plates or hook the strap up to a cable machine and get resistence that way. The last option would be to buy one for yourself and use it at home or take to the gym with you.
The Pro's and other top BB'ers always seen to have a lagging development of their necks. A large, muscular neck will set you apart from just an average trainee and give the appearance of strength and power of a real athlete. On the negative side, a over developed neck (and traps) can take away from the illusion of broad shoulders and the flow of the shoulder line, if your a serious BB'er. Balance would be the key here. Good Luck.