I use a technique similar to Richard's.
I used 1/4" acrylic for the shell of the building. It's hard to tell that there's a 42" x 24" building here.
I had the wall pieces cut by TAP Plastics, but I have also cut walls out using my variable speed table saw with a carbide blade.
I did not cut openings for the windows, but used the wall itself for glazing, and just applied windows to the wall itself. In this case, the windows were made using hardware cloth.
The clear sides were covered with Precision Products brick sheets.
The roof was also made from acrylic, but covered with non-skid material.
It's been outside since March 2007 and still looks good.
The building Peter referenced has also held up very well, though I've only had it out for one winter.
These windows were made by gluing styrene strips directly on the acrylic.
The Magic Sculpt should last longer than me...
