Destructive Testing

Bend it! If it bends very little before snapping, it's acrylic.
Saw it! if you can cut it pretty easy with a saw, its lexan. If it starts to chip, splinter & crack almost immediately- Acryllic
Really though, if you got a piece and its not marked, and you dont know the different feels, you might need to find a scrap edge and try it out
For straight cuts on acryllic/plexi, for a single piece anyway, the easiest way is to lay the piece flat on your workspace, get a metal straightedge(i used the edge of a level), and repeatedly "trace" the line you want to cut with a razor blade(or the correct tool i suppose, should be hanging at the store right next to the sheets of plexi) When you've got a good score line, slide the piece to the edge of your table, so the scrap piece is hangiong over the edge, line up the edge with the edge of the table/counter. I again line up the straightedge on the table side, apply enough pressureto keep it sturdy, and give the scrap side a good WHACK! It *should* snap off right along your line
For polycarb/lexan, you should be able to work with it just like you would a piece of wood- same drill bits, same blades, etc. Carefull with any electric tools- they heat up and can melt/scorch your piece, as well as gunk up your blades with melted plastic.
For both, if youre drilling, youre probably gonna be better off sandwiching your piece betwen 2 scraps of wood & clamping to keep it nice n tight. This will help keep the edges of your holes from chipping, cracking, especially with acrylic
Personally, I used 1/8" clear lexan on top of 5/8" wood (3/4" total) for my control panel, with printed graphix between. I used tinted 1/4 or 1/8" plexi for the monitor bezel, cant recall which right now. I used plain old 1/8 or 1/4"(again cant recall) for the marquee, since it just needs to be a flat plain piece in my case