I second Mbam on the router, I have cut some pretty heavy arcrylics with a router, does a nice job. Use a DA with graduating sand paper. Even better, if you know someone with a CNC machine.

I have only cut smoked plex. I cut to rough size with a jig saw and finished with a router and straight edge. I then file the edge with a #8 file. You can then make a quick pass with a common propane torch. It seals the ends and gives a finished edge. Like I said though I have only done this with smoked plex.