There are a couple ways to do canopies from what I've seen online. Here are two examples I've seen. Kelly Quirk calls for using squadron thermoform, but I've heard of guys using the semi-stiff clear plastic from the trumpeter 1/350 aircraft packages and a candle.
You can tint them in the normal ways.
I am actually considering attempting to use some iridescent confetti or "tissue" paper (used for gift bags) and hitting it with either some tinted future or clear red or what not to get the desired colors (see the third link), I plan to try this for the gold-tinted canopies on the prowlers in my airwing when I get around to my 1/350 Truman. I have not tried this method, but I think it'll work.
http://www.modelwarships.com/reviews/ships/cv/cvn-65/350/airwing-main.html
http://www.paperinside.com/wp-content/tutorials/Canopy_Thermoforming.pdf
http://www.clubhyper.com/reference/crtkq_1.htm
If you're really a masochist, I've heard of people using small pieces of round styrene and little tiny bits of flat brass sheet (just like photo-etch but one flat sheet, not cut out) for the fins on the ordnance.
Good luck, hope this helps!
Groot