Polyethylene is one of the toughest plastics to deal with, because it doesn't bond well to anything (Cyanoacrylate works OK). Consider Lexan (aka polycarbonate), or acrylic.
I use polycarbonate myself. You can purchase a 1/4" thick "sample" sheet from McMaster Carr (
www.mcmaster.com ) pretty cheap.
Both of these will tend to crack, so I also picked up a 4 oz jar of IPS Weld-On #4, which contains methylene chloride (nasty stuff!!!) and should seal the mirco-cracks quite easily, which should prevent crack propagation (just dab some in the holes you'll be drilling).
For a seal, the best recomendation I've seen, aside from an o-ring (which is hard to do properly) is using an RTV silicone, to make your own gasket. JayDee116, among others, can tell you all about it.
Supplier of IPS Weld-On #4:
http://www.delviesplastics.com/
(I've purchased from them, they're good)