I've recently been using "Sintra" board in several projects. It's basically plastic plywood with a couple interesting features.
You can screw into it, cut it, etc, with normal cutting tools. You can also boil it, bend it into the shape you want, and then cool it in place -- it's what the uber-geeks use to make their StarWars Stormtrooper uniforms.
You can find it in plastic supply stores -- comes in 4'x8' sheets and a couple colors.
If you don't want to get that fancy, I've made some fine looking bezels from lexan -- attach the whole piece, mask it with tape, and paint it black.