Most guys get sheets and cut them to size with a table saw. Can be cut on CNC as well but thats a bit awkward and unnecessary, unless you don't have a table say. Buying a sheet [say 4x4'] is cheaper and allows you to do custom sizes anytime you like, though it is good to fall in a grove and just do a few sizes. I tend to do mostly 10x10" though I have done larger and smaller using both 3/8 and 1/4, not to mention plexi mirror.
Might pay to look around locally for a plexiglass supplier, may have one and not even know it.
Far as lighting its pretty simple to make the bases and install the lighting but of course you must have all the pieces in place, unfortunately you can't walk into radio shack and get what you need, all pretty much online.
There are threads here concerning that, here is another at vectric including base design and sources for material http://forum.vectric.com/viewtopic.php?t=17065
For example LED's you would be looking for this
http://www.ebay.com/itm/121058740608...84.m1439.l2649
Single color http://www.coolerguys.com/ledstrip.html
controllers http://www.ebay.com/itm/Mini-44Key-I...p/360618870301
plugs http://www.ebay.com/itm/190829646956...%3AMEBIDX%3AIT