Sean, it depends on your application. For tanks, cell cast only and Plexiglas-G and Polycast are the only ones that James has recommended for use. I don't think Lucite is anything you want to use, not sure on that one though.
For sumps and the like, you could probably get away with a good quality extruded like Plexiglas-MC or Acrylite-FF. Extruded just has a higher propensity to craze and bow, but for most hobbyist level applications, should do just fine from what I understand.
I'm not 100% sure on the Acrylite-FF because Acrylite-GP has gone by the wayside a bit according to James (I quoted him on this recently, GP needs further testing, the <1" thick stuff is made in China, 1" and over is made in Germany and he doesn't use it for export reasons)
On this subject, I talked to a tech guy at Arkema (makers of Plexiglas) and there are 2 different grades of Cell Cast material: Plexiglas-G (paper mask, print on one side) and a "General Purpose" cell cast (paper mask, no print). These are both the exact same material, exact same process, the difference is that the "General Purpose" material is a lower 'grade' material, in that it may have some black specs, it may not have "G" grade clarity, there may be a bubble within the material, or there may be variations out of "G" grade tolerances in the thickness of the material (either overall or from one area of the sheet to another).
Think about it this way: most multiple-core AMD computer processors, such a dual core for example, are actually have more processor cores on the chip, but one or more of the cores did not pass standards, so they just disable those cores, which is why you can "unlock" them if you have the right motherboard. It's cheaper to do this than to create 2 separate lines of production.
Similarly, instead of making a "G" grade and a "General" grade, they just make it all and then set aside the best quality material and call it "G". G material also comes with a guarantee, so if you make a tank from it and pull off the masking and find a problem with the material, they will cover it (supposedly). However my supplier mentioned to me that once you cut and bond it, the warranty is gone, so I don't know who is right there.
Anyways, the "General Purpose" Plexiglas Cell Cast is about 25% cheaper, I've been using the 3/8" stuff recently to build sumps and it looks fine to me.