I think it was plexiglass, extremely thin, too. I don't remember what the actual thickness is though. I got it at a local hardware store, plus I know the manager, and he has a huge box of it.
I tinted it with Testor's transparent blue spray paint. I love the color, but if you use it beware, its extremely runny and it takes a little while to dry. I highly suggest a vacuum former. It was so easy (and cheap) to make.