I went to Home Depot looking for Plexi glass and found a version they call Acrylic Sheet that is much cheaper but, still quite thick compared to the plastic they sell for stencils. It also is clear. It was about $3 for an 11 X 14 pc. I havent seen the same thing at Walmart and have not had a chance to check for it at craft stores but, plan to. It says easy to cut, have to decide which pattern templates to make. The web site says for fabrication information visit
www.plaskolite.com/downloads.htm
you will have to type that in as I have not mastered links yet (actually haven't tried yet! :( .
Oh for the roll sheeting maybe heating it with a hair dryer might relax it. I'd weight it while heating it. If the Iron suggestions didn't work.