Lexan is alot easier to work with than Plexi (Acrylic).
Acrylic will shatter if you aren't careful with it; and even occasionally when you are.
As far as cutting and drilling Lexan, you don't need any special tools, just patience.
I would recommend the finest tooth saw you and get when cutting it.
The trick to an even bend with Lexan is even heat.
We used to have a heater at work for bending sheets that was basically a bunch of these mesh heater elements between some nails on a board.
You plugged it in, and set the Lexan on it until the area you wanted to bend got hot, then you'd wrap it as quickly as possible around.
I've tried forming it using a brazing torch since then, and it's tough to get a nice even bend.