Acrylic should work fine, but hasn't been tested yet.
I built the first Data Monsters out of wood becasue I had some on hand, and I find wood to be a bit more forgiving when prototyping the fit of tabs/slots. Also, you can just use Elmers' glue!
There's a chance that in acrylic, the tabs might fit a little tighter/looser, but it might also look really cool in acrylic!