I get my plexi local, look around there may be a shop near you.
If not, many folks order herehttp://www.estreetplastics.com/Plexigla ... r_s/21.htm
I believe there are sources to everything already posted in this thread, including LED's.
As far as tinted plexi, that would not be ideal for edge lighting. The tint would inhibit if not block light transmission ,,, And in any case, the RGB lights will make the plexi any color you like when you use clear. If you used, say, green, it would always been greenish no matter what color LED you chose.
Unless you have a special project in mind, stay away from any tints would be my advise. The only other material I use for edge lighting besides clear is mirrored.