Open domain targeted sentiment is the joint information extraction task that finds target mentions together with the sentiment towards each mention from a text corpus. The task is typically modeled as a sequence labeling problem, and solved using state-of-the-art labelers such as CRF. We empirically study the effect of word embeddings and automatic feature combinations on the task by extending a CRF baseline using neural networks, which have demonstrated large potentials for sentiment analysis. Results show that the neural model can give better results by significantly increasing the recall. In addition, we propose a novel integration of neural and discrete features, which combines their relative advantages, leading to significantly higher results compared to both baselines.