TR was more in the neocon paradigm than was McKinley, who I personally think RWR emulated to a great degree. But unlike McKinley RWR had and extremely hostile Congress and media, so he had to back off during his second term. Bush Sr. was a borderline neocon-liberal, Clinton was a liberal-Communist-Marxist - and W? The jury is very much still out. His 2nd term should be telling....
I'm just not sure I like the use of the term "neocon". It seems like a sloppy buzzword to me, that's applied with too little thought by the media.
"Neo" means something new, or a revival of something in a different way. The original use of neocon was as a description for those Dems and liberals who switched to conservatism - hence "new conservatives". Why it should now be used as a buzzword for conservatives who favor interventionism is somewhat puzzling.