My 2 cents
Be very careful. If over heated some plastics will give off toxic fumes (i.e. use the oven when the wife is out of town). Different plastics have different softening points. The difference between soft and melted mass ain't much so experiment with different temperatures. I have used an oven and it works great if you have forms. I have seen heat lamps used like an oven also.I have used heat guns and it is easy to blister the plastic but with a little practice bending a joint is easy. If you can get a torch to work you are a better man then I. I have seen folks polish cut edges with a torch but I can't do it and I tried. MM works great.
Added comment
http://www.plasticsmachining.com/magazine/199811/acrylic.html
Thermoforming
The typical acrylic sheet forming temperature is 290F to 320F, depending on the amount of shaping (stretching) and the forming rate. An excessively fast forming rate will impart high stresses and decrease craze resistance. To minimize stresses, form at a moderate rate; distribute temperature evenly over the surface and thickness of the sheet. Heating time depends on material thickness and heating method. Higher forming temperatures are needed to achieve greater "draw" or increased definition. Excessive temperatures will produce pimples, blisters, shading changes and other damage.
Acrylic sheet shrinks slightly when heated to its thermoforming temperatures. After forming, cool the part to below 140F to 160F. Make sure the interior is cool as well as the surface, and cool uniformly on all sides to prevent stress.
Annealing
All fabrication induces stress in acrylic sheet. Annealing to relieve this stress is recommended to minimize crazing or cracking that can occur. Annealing can also increase bond strength by 50 percent.
Anneal parts in a forced air-circulating oven. Commercial ovens are designed for annealing and heating plastics; restaurant-type ovens also do the job. Heat the acrylic sheet to 180F, just below its deflection temperature and cool slowly. Heat for one hour per millimeter of thickness -- at least two hours total. Cooling time should be a minimum of two hours. For sheet thicknesses above 8mm, cooling time in hours should equal thickness in millimeters divided by four.