If you seriously think that your bird is in your neighbor's home then I would not even hesitate to call the police. Find out your rights! Get that bird back and then follow the advice on here from everyone else to train the bird to wear a harness. Don't clip! It isn't a solution!
If that doesn't work then go back and tell him you are offering a reward for what the bird is worth, be it $1000 or more, and if he has it you may convince him to give it to you in exchange for the reward. Sometimes greed will win over a dishonest person.