You can use a plastic/metal jigsaw blade to cut lexan, typically the more teeth the better.  However, Plexi is a horse of a different color.  Plexi is best just scored and snapped.  That or cut by melting.
Lexan is a bit softer, thus a bit more pliable.  This makes it /seem/ more resiliant, and easier to use, but because of this, it is very easy to scratch. 
Plexi on the other hand, is harder, so it breaks a lot easier, but is also more difficult to scratch.
Its a tradeoff... its always a tradeoff.