From what I remember of my model making course at Uni working with acrylic and perspex is fairly straightforward. It cuts and sands easily, though you need to be thorough if you want a polished finish. You can bend acrylic fairly easily with some heat though it's difficult to do straight lines without jigs and formers, and a method of localising the heat input. There were some special, very thin solvent adhesives that we used to join it - brush it on and it wicks into the joints.
I've also used ABS - that's even easier than acrylic to use, but not as stiff. It cuts and drills really nicely. We use it for all sorts of low-stress jigs and fixtures at work.
Suggest you get down to your local model railway shop - it's the sort of stuff these guys do all the time for building scenery.