I was researching Vac-U-Forms on the internet some years back. As I recall there were several methods of forming lexan, what you needed for molds and other stuff like that. To be specific, I would have to do the search all over again.
The biggest hurdle to making a vacuum forming rig is adequate vacuum and that really a matter of how much you want to spend on a pump. I know a guy that makes plane canopies and other small parts using a shop vac so making your own rig is not that tough. The plug(s) would IMO be much harder to get right than would a rig to put them in.