Price wise, Lexan is the cheapest route, other than cutting down a stock windshield. Lexan needs an oven at 300 degrees to take a shape.

I've seen suggestions for anealed glass cut, and then tempered. You can cut anealed, drill it, shave it, almost anything except bend it before tempering. After tempering, it can not be cut at all. It is also not used for windshields as it will not maintain a form in an accident, but will explode into little pieces.

Laminated glass is what is used in all windshields. A layer of vynl between two layers of glass. It takes some very specialized equipment to produce a bent glass windshield.

Try these guys.
http://www.procurveglass.com/index.html

Dean