If looking to buy online, look for "good" cell cast acrylic such as then materials made by Cyro (Acrylite GP), Spartech (Polycast), and then there's always Plexi-Glas G. There are some cell cast acrylics that are really not very good so please do ask for the mfr of the acrylic you are looking at. Despite what the link above states - there *is* a difference.
As for HD acrylic, there's nothing wrong with it for baffles and such. It is extruded acrylic (Crystalite brand IIRC) last I looked so is okay, but wouldn't recommend it for tanks or other pressure vessels.
I believe USPlastics sells acrylic sheet, don't know anything about price though. I usually recommend folks go to their local distributors, every good sized city has at least one. They'll usually have the materials, solvents, applicator bottles, and will usually cut to size as well. Look int he yellow pages under "Plastics, Distributors, sheet, rod, tube" or something to this effect.
HTH,
James