Home Depot, Lowes, Menards, etc. has plexi, but finding it thick enough may be hard.
You can cut it with a straight edge and a razor blade (depending on thickness), pretty much making a groove, and it will snap at that point.
Be careful when you drill, you can VERY easily crack the sheet. Get a brand new drill bit. I've also melted the holes with a soldering iron when using plexi on boats.