I am currently in a MS program in Neuroscience. In my experience, MS and PhD programs are easier to get into than MD programs with MS programs being easiest, that is if a school offers them. This is most likely because most people apply to a certain department, and there is often not a set limit to the number of PhD spaces - I know that some universities in fact do not end up with as many matriculating PhD students if you would like. That being said, if you have really lousy stats or interview terribly, it will still probably be difficult to get into graduate school.
I think that if you ultimately want a PhD in neuroscience, there is no reason to do a separate MS program first. The PhD program will actually award you a MS after qualifying exams in most cases. Doing the MS first will just mean wasting a couple of years of your money if you later pursue a PhD at the same school and, if you switch schools, you will just take longer than necessary to get your PhD and have to repeat many courses you have already taken some version of.
So, if you have some awesome reason for doing a MS program go for it. Some schools will let you do an accelerated version (1 year) especially if you start it as an undergraduate. If you don't have a specific reason for wanting the separate MS, I'd say to skip it.