Just to be fun and see how bad you can be to Lexan / Lucite-Tuf before it starts to not like you any more, I tried to hammer nails into it. Result: Yes, it can be done! My nails were the thinner, less sturdy variety used for taking a thin piece of something to a thick piece of something else. Some of the holes I pre-drilled just a tad smaller than the width of the nail, and those went in the cleanest. Another hole, I tried to just hammer the nail straight through, and the Lexan didn't like that very much, but the nail did eventually go through (15 bent/broken nails later) leaving a small discolored white region about a millimeter radius around the nail head, and a tiny almost invisible crack. In both cases, the hammer missing the head of the nail and hitting the lexan surface left no random marks, scratches, or discoloration. However, those nails could not be pulled back out without killing the lexan.
I then tried putting some of it through the table saw. It almost seemed to like it, it went through so easy. The cut was perfect, clean with no discoloration like the nail left. At this point the lexan was attached to some wood which was going through at the same time, so that may have helped a bit, but I'm positive that if the blade of the saw was in the right position the lexan could be put through by itself. This is great, because this means you can attach your Lexan to the surface of the piece of wood that is going to be your control panel, and use a table or circular saw to cut both into shape at the same time, no need for time-consuming scoring and cracking or messy freehand routing off of lexan edges.
About mess... the Lucite-Tuf almost left less mess than the wood did. It came off in little curly slivers which did not irritate my arms or become unpleasant at all. They didn't blow all over the place or get into clothing / carpet like the sawdust did, and were easy to vacuum up after everything was done.
If anyone is still considering plexiglass instead of lexan or lucite-Tuf, I guarantee you'll save enough time and hassle with lexan that the cost difference is worth it.
Next, I'll try a spade bit and see what happens, then try some scratch-testing with nails and sides of power tools.