mcmaster.com carries an extremely wide variety of plastics.
However, if you want to save a good deal of money check your local phone book or use google maps to find a nearby Plastics Shop.
I tend to buy 30 pounds of scrap plastic for $30 once a year from Piedmont Plastics.
They have many locations in the Eastern US:
http://www.piedmontplastics.com/locations.asp
I personally would recommend using polycarbonate. It can handle a much wider temperature range and will be able to handle more abuse. 1/16" or 1/32" thickness will work fine. If you want it opaque black you can recolor it with automotive interior spray paint (which is actually vinyl dye).