I had Kinkos (Here in the US, not sure for other countries) print my Marquee on Backlit plastic. It cost me $30 even for full color. The Backlit material is a thin white translucent plastic, and they referred to the material simply as "Backlit", so I cannot tell you exactly what it is, but it is something they stock normally.
The material is much stiffer than paper, but still bows a bit if it's not supported on the back side, so I sandwitched it between two 1/16" pieces of lexan.
My artwork was reversed, then printed on the backside of the material. It appears a bit faded when the marquee light isn't on, but it REALLY shines when lit.
Also, be sure to account for overlap where the marquee mounting brackets are concerned. I neglected to do that on the top of mine, and part of my title is obscured by the top bracket.
I designed my artwork in Photoshop at 300dpi, and the only requirement they had was that any fonts used should be rasterized, OR all the layers in the .psd file should be flattened (which rasterizes the text by default).
I dropped it off on a tuesday at 5:30pm and it was ready on Thursday at 5:00pm.
All in all, very good service from them, and the printing was top notch. I also had them do the vinyl overlay for my CP which I covered with lexan as well (this also cost $30 even)