Polycarbonate (Lexan) is easier to work with, but doesn't resist scratches as well, and isn't quite as clear.
Acrylic (Plexiglas) is harder, but will shatter if you do the wrong things to it.
You need to cut it REALLY slow with your saw, and drill slow with light pressure.
Don't try to cut acrylic in a metal shear.
Don't drop acrylic, or throw it across the room.
And lastly don't get mad at it, and hit it with a hammer.