I have a 1997 328is that I have been slowly modifying into a track car. I have been keeping the suspension, intake, and exhaust completely stock because I am still trying to figure out which race series I want to run. Though I do plan to run some Chumpcar races and keeping the car unmodified would make the tech inspection go a little smoother.
I am a bit lucky and got some 1/4" thick lexan panels from work for free. Doubly lucky for me are that they are large enough to make some of the rear quarter panel windows out of the material.
Most people, when they think of clear plastic they think of Plexiglas, but that material is pretty terrible. Its brittle, you can't form it, it scratches easy, and its not very strong. When you talk about the strength of a material, it deals with how well it take s load without breaking or deforming. On the other hand, Lexan, which is made from Poly carbonate, its the opposite of all these things. Its easy to cut/drill and shape. If you desire, you can actually bend and form it. Sometimes add a little heat to help shape it. Most importantly, for Motorsports applications it won't shatter if its hit by something. Just for perspective, armored windows are made by layering glass and Lexan. Another tidbit is that that in the military, bullert proof glass is called "transparent armor."
I think a video is a good format to show how I made some lexan windows so I am not going to describe what I did. Let me preface this video to say I am not a master race car fabricator. I am able to hack my way through most things and this will give you some direction on how to make Lexan windows for yourself. If you have any other good links that you want to share please leave them in the comments section and I will add them to this post.