Lexan is a brand name for a specific type of polycarbonate thermoplastic. Here is a link if you want to find more about the Lexan brand.
http://sfs.sabic.eu/product/
You should be able to find polycarbonate sheets in various thicknesses as well as different colors by searching on the internet.
There are other type of thermoplastics out there than can be heated and bent or formed into a shape. Here is a good article on Wikipedia about thermoplastics that includes a list of different types, such as acrylic, abs, nylon, etc.
https://en.wikipedia.org/wiki/Thermoplastic
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Typically r/c wings (front or rear) & r/c wheels are made from either nylon or ABS. HPI appears to use nylon for their wings and wheels. Tamiya appears to use ABS for their wheels and probably tub chassis cars, but I'm not sure about their wings. Acetone will melt ABS plastic and not nylon.
I'm sure there are other plastics being used on our r/c cars, but I'm no expert.
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Paints designed for polycarbonate are one of the easiest ways to color r/c bodies. Thankfully there are paints available that are somewhat transparent. Tamiya for example makes translucent paints for polycarbonate bodies. Just make sure to buy the PS version of their paints, which are designed to bond to polycarbonate.
You can also paint very light coats on a body and still have it be see-thru. Light coats of some brands of candy colors for polycarbonate will work great.
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Finally one last thought. You can always use regular stick on window tint as a way to color different clear plastics as long as it is a flat surface or simple curve. Many people have tinted the windows on their r/c cars by getting scrap tint from an automotive tint shop.
Hope this info helps.