Well the 2 options off the top of my head are plexi and lexan. Both are a sort of plastic sold in sheets.
Plexi, however, cracks VERY easily when you try to drill it or cut it. There are tutorials somewhere on this site for using it.
The other option is lexan which is sort of a harder version of plexi. You can drill it, cut and it, and it's virtually bullet proof. You could probably hit it as hard as you wanted with a hammer and it wouldn't break. However, both can scratch easily.
Now neither of them bend easily unless they're very thin (and finding them that thin is kind of difficult).
Usually you'll find it in 1/8 inch thicknesses. It won't bend for anything by itself, but if you heat it you can bend it. Of course, I've never personally tried it so I don't know how hard it is but I know it can be done. Maybe you can do it with a good hair dryer, but it probably takes a heat gun. I don't honestly know...
Hope I helped more than I hurt.