Just what are you planning on doing? I've worked with plexi alot and can't say there are any special tools needed. If you are planning on doing any bending then is when it gets tricky. As you need to heat it first. The best way to do it is in a oven at about 375 degrees. but you have to keep an eye on it, or you'll burn it up. You may want to look at lexan or polycarb instead. It is more flexible as plexi is actually a little denser and has a tendency to crack or break. In all actuality you would be better off finding a place that can do the work for you, as none of this stuff is that cheap.
great site for polycarb cheap.... www.mcmaster.com just do a search for 'polycarbonate'