What is the best material and thickness for these?

Polycarbonate (e.g. Lexan) - perspex is too brittle. Lexan is available in clear or various tints. Mine was from Mac#1 and is (I think) 5mm thick. If you don't want to buy a ready-made one you should be able to get some Lexan or similar from a local glazing shop.

if it shatters at 80mph it might sting a bit...

i've used lexan, cost me £20 as i bought to much lol

u can hit it with a hammer and it dents

We use 5mm acrylic in smoke tint. They use it for aircrft windows and it's not expensive, regards Stig Mills