First of all, I chose neurology because I enjoy it and found out early on that it was an accepted route to pain mgmt. The reason you don't see more neurologists going into the field is because most of them simply aren't into doing proceedures. There is certainly no lack of patients. I doubt many people realize most general neurologists routinely manage lots of pain pts... low back pain, failed back surgery, radiculopathies, painful neuropathies, headache, RSD, trigeminal neuralgia, etc. We get them from FM, IM, ortho and neurosurg. We manage them medically and send them to interventionalists when necessary.
Regarding hands on experience, I started doing elective interventional rotations as a student, then as an intern and now as a resident. From the beginning, everyone has been very encouraging. Although neurologists are not common in the field, they are certainly not unheard of. In fact, the interventionalists at my medical center say most research in the area comes from anesthesia and neuro (their statements...not mine). Regarding PM&R, it is a more known and popular route and they have several of their own programs. However, personally I was just never interested in rehab.
Regarding Sohalias' question: How do you find a neuro program that will help you? You don't have to "find" a program...it's an accepted neuro sub-specialty. Anesthesiology gladly accepts us into their fellowships. Actually, I discussed the issue with my PD during my initial residency interview. He was very encouraging and assured me I would get all the support and exposure I wanted. It hasn't been a problem at all.
Finally, the job market for neuro is very good. I only have to decide if I want a mixed practice or 100% pain. Many ads don't mention neuro because there are so few of us. I've been told (by recruiters) that if I want to do 100% pain I'll have all the same opportunities as anesthesia and PM&R. Hope that answers most of your questions.