Once you unlocked bootloader you are totally free from Sony security
From my experience with custom rom, I would say custom kernel is the best one compare with the stock kernel.
Lot of custom kernels are available in neo v threads or rom threads. You can simply flash the kernel via fastboot mode. Always remember you have to unlock the bootloader inorder to do the same. Else your phone will brick. Once you flashed custom kernel then you don't need to worry about the cwm installation. Most of the custom kernel has cwm by default...
So my suggestion is unlock bootloader and have fun with your neo v...I am using custom rom since 3 years now..totally I forget about Sony.....thanks to xda and shame to Sony update.
Sent from my Xperia Neo V using xda app-developers app. Hit thanks if it helped
Donate me if you can