That's exactly what I did.
Use a router and cut out a 3mm (or whatever thickness your perspex is) channel near the edge and the perspex just slots into that. As long as your marquee is at a 90 degree angle to the speaker panel and top piece it should be fine. I've attached a pic to show how mine works
Edit - sorry misread the original question. In terms of aesthetics I think it looks cleaner than marquee retainers, as like you say, you can choose any colour and there's no visible fixings. However - I don't know how well the slot will hold up if I had to take the perspex out a few times. I've done it a couple of times without issue but I assume there must be a good reason why more people don't do it as its a fairly straight forward process with a router. And cheaper than retainers.