0.118" thick acrylic sheeting (usually cast acrylic for its optical clarity) when I want something translucent or transparent (a robot that's see-thru except for the misc. hardware bits and electronics, motors, etc. just looks darn cool).
When I want something opaque, I use ABS, also in 0.118". Rarely, but occasionally I experiment with PVC.
Why 0.118"? 1/8" is a nice size for building little projects, rigid enough for strength, and small enough so it's not overbuilt, but pricing 1/8" plastic, for some reason it's a whole lot more expensive than the hair-smaller 0.118".
Lately I've also been fiddling around with PVC tubing, the same kind that may route water in your house. A few straight pieces and a few elbows/T's can make a nice box-shape that's open enough for great visibility for sensors, cameras, etc. Need a bigger bot? Buy bigger tubing. Easy.