I've found Evergreen clear sheets to be a bit 'hard' for vac or smash-forming a canopy. K&S Engineering (http://www.ksmetals.com) sell packs of PETG plastic which seems to 'slump' easier than Evergreen's clear sheets, while still maintaining excellent strength once the thermoforming as finished.
I've tried acetate as Hans suggests, and while it does not seems as good as the PETG in a quick 'slump', it's certainly a great and cheap alternative!
Check out this thread to see a canopy created in this way from scratch, using a candle, and PETG sheeting. Scroll about half way down for the pics.
http://www.macrossworld.com/mwf/index.php?showtopic=28650&st=0
Good luck!
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