Make, Play and have fun
Safety first as they say
Don't want to lecture so I'll be brief (makes a change!) - but it is important - no point spending loads of time and/or money to make something that will end up harming you.
BE SENSIBLE, BE SAFE!
As with making a wooden didgeridoo I'll mention the safety side of things. What I write here is what I do, and is provided for your information and reference.
With care plastic can be a fun material to work with. It has strength and rigidity, yet is light and best of all cheap. Tools and materials are cheap and easily available and construction takes next to no time (depending on how grand your designs are!)
While working with plastic there are two main considerations:
Firstly and most importantly ventilation and breathing protection as plastic can give off poisonous fumes when heated. These fumes are not necessarily visible to take care. When heating plastic to shape, bend etc it becomes malleable quite quickly, you will see a difference in the surface tension of the material. Heat to much, to long, or too hot, the plastic turns black and burns. It will also lose all strength and turn into a treacle like liquid.
You can always heat it up more, or for longer but not the other way round. As a prevention, I wear a face mask and work in well ventilated areas. I also wear eye protection because you never know!
Secondly, make sure you clear up any filings or cuttings. Although not as strong as metal, plastic will dig into your skin. Plastic when could can be very brittle, especially if you are sanding, filing etc. The bits can get everywhere so use a dustsheet where possible.
Other than that, take care, look after yourself and have fun.