Hiya,
I seriously considered doing this in a 37 gallon. However, I decided against it, was afraid of fighting. In a 125 I bet you'd be okay.
Try to get tank raised specimens. A little more epxensive, but soooo much hardier! I have a tank raised royal and he is as active as my damsels, is wonderfully colored and ate immediately. A tank raised neon in my area is $54, paid $20 for the royal.
Meadbhb