I really like the oven suggestion, if I had an oven at work I would definitely give it a try. Even heating with a heat gun is possible but not easy.

Graeme, Perspex is the same thing as plexiglass, lexan is a much stronger material that takes the stress of hole drilling near the edge of the material much better, perspex tends to crack when drilled near the edge. Like I said before your local glazing shop would most likely be willing to part with scraps big enough to make a motorcycle windshield for very little money. Acquire as much as you can and practice with it. The more you play with it the better you will get at bending it. I'm not sure what Lexan is called overseas but if it's twice the money of perspex it is likely Lexan.

__________________
Give me twisties!!