Plexi-glass is heavier, Lexan is tougher, possibly more "fire-resistant" and "self-extinguishing". Be patient cutting the stuff; personally, I'd forego any advice about using a jig or saber-saw to cut it, and use the scoring knife that Home-Depot sells with their Crystallite, Plexiglass and Lexan panels.
You can drill it, but I've been advised to start with a small bit, and make additional passes with progressively larger sizes.
Probably best to leave the paper and film cover on it while you're working with it.